Orthogonal Polynomials and Random Matrices

Language: English

Published by American Mathematical Society, US, 2000

0821826956 / 9780821826959

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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.

Seller Inventory # LU-9780821826959

Title
Orthogonal Polynomials and Random Matrices
Author
Percy Deift
Publisher
American Mathematical Society, US
Publication year
2000
Condition
New
Binding
Paperback
Language
English
ISBN 10
0821826956
ISBN 13
9780821826959
Item weight
496 grams
Dimensions
17.78 x 1.91 x 25.4 cm

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