On the partial connection between random matrices and interacting particle systems

Understand

In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas.

• For instance, several objects appearing in the limit of large matrices arise also in the long time limit for interacting particles and growth models.
• Examples of these are the famous Tracy-Widom distribution functions and the Airy_2 process.
• The link is however sometimes fragile.