Integrable Probability & Random Matrices
Develop exact distributions, stochastic evolution, random spectral objects and their scaling limits.
Begin with the two-particle Bethe ansatz for periodic TASEP. It derives contact scattering and periodic quantization directly from a continuous-time Markov generator, then reconstructs a decay mode on a four-site ring. This is a finite example; it does not establish general spectral completeness or a growth scaling limit.
For a guided probability entrance, use the Markov bridge, stationary-current lesson and laboratory. The broader chapter map below describes future coverage as well as available readings.
Learning sequences: Open Toda · The XXX spin chain · KdV solitons · Finite-ring TASEP
Chapter map
Readings and planned coverage
CHAPTER 01
Stochastic particle systems
CHAPTER 02
Stochastic vertex models & dualities
Planned coverage
- Stochasticization and Markov dualities
CHAPTER 03
Growth, polymers & KPZ
Planned coverage
- KPZ scaling and limiting distributions
CHAPTER 04
Random matrices & point processes
Planned coverage
- Tracy–Widom distributions
CHAPTER 05
Symmetric functions & random partitions
Planned coverage
- Schur and Macdonald processes
CHAPTER 06
Determinantal, Pfaffian & Fredholm methods
Planned coverage
- Fredholm determinants in probability
CHAPTER 07
Scaling limits & universal processes
Planned coverage
- The KPZ fixed point
CHAPTER 08
Large deviations & rare events
Planned coverage
- Large deviations of stochastic currents