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

Percy Deift

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

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Book Description Softcover. Condition: New. 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 # DADAX0821826956

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Book Description Condition: New. 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. Series: Courant Lecture Notes. Num Pages: 261 pages, Illustrations. BIC Classification: PBKD; PBKF. Category: (P) Professional & Vocational. Dimension: 253 x 178 x 15. Weight in Grams: 494. . 2000. Paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9780821826959

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