Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

ISBN-10: 0821826956

ISBN-13: 9780821826959

Pub. Date: 10/06/2000

Publisher: American Mathematical Society

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

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Overview

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.

Product Details

ISBN-13:
9780821826959
Publisher:
American Mathematical Society
Publication date:
10/06/2000
Series:
Courant Lecture Notes Series, #3
Pages:
261
Product dimensions:
70.00(w) x 10.00(h) x 7.50(d)

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