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

American Mathematical Society

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.

Edition details

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