This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random $n {\times} n$ matrices exhibit universal behavior as $n {\rightarrow} {\infty}$? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.
This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random $n {\times} n$ matrices exhibit universal behavior as $n {\rightarrow} {\infty}$? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.
Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
261
Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
261
Product Details
| ISBN-13: | 9780821826959 |
|---|---|
| Publisher: | American Mathematical Society |
| Publication date: | 10/06/2000 |
| Series: | Courant Lecture Notes Series , #3 |
| Edition description: | New Edition |
| Pages: | 261 |
| Product dimensions: | 70.00(w) x 10.00(h) x 7.50(d) |