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Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability. Universality shows that many systems behave the same way in their large scale limit, while integrability provides a route to describe the nature of those universal limits. Many of the ten contributed chapters address these themes, while others touch on applications...

Representation theory of big groups is an important and quickly developing part of modern mathematics, giving rise to a variety of important applications in probability and mathematical physics. This book provides the first concise and self-contained introduction to the theory on the simplest yet very nontrivial example of the infinite symmetric group, focusing on its deep connections to probability, mathematical physics, and algebraic combinatorics. Following a discussion of the classical Thoma's theorem which describes the characters of the infinite symmetric group, the authors describe...