Ca. Tracy et H. Widom, On the distributions of the lengths of the longest monotone subsequences in random words, PROB TH REL, 119(3), 2001, pp. 350-380
We consider the distributions of the lengths of the longest weakly increasi
ng and strongly decreasing subsequences in words of length N from an alphab
et of k letters. (In the limit as k --> infinity these become the correspon
ding distributions for permutations on N letters.) We find Toeplitz determi
nant representations for the exponential generating functions ton N) of the
se distribution functions and show that they are expressible in terms of so
lutions of Painleve V equations. We show further that in the weakly increas
ing case the generating function gives the distribution of the smallest eig
envalue in the k x k Laguerre random matrix ensemble and that the distribut
ion itself has, after centering and normalizing, an N --> infinity limit wh
ich is equal to the distribution function for the largest eigenvalue in the
Gaussian Unitary Ensemble of k x k hermitian matrices of trace zero.