Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

by Percy Deift

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
Edition description:	New Edition
Pages:	261
Product dimensions:	70.00(w) x 10.00(h) x 7.50(d)