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Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach (Courant Lecture Notes) - Softcover

American Mathematical Society

 
9780821826959: Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach (Courant Lecture Notes)
Softcover
ISBN 10: 0821826956 ISBN 13: 9780821826959
Publisher: American Mathematical Society, 2000

Synopsis

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.

"synopsis" may belong to another edition of this title.

Publisher
American Mathematical Society
Publication date
2000
Language
English
ISBN 10 
0821826956
ISBN 13 
9780821826959
Binding
Paperback
Number of pages
261