Orthogonal polynomials and random matrices: A Riemann-Hilbert approach (Courant lecture notes in mathematics)

Deift, Percy

ISBN 10: 0965870324 ISBN 13: 9780965870320

Publisher: Courant Institute of Mathematical Sciences, New York University, 1999

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 Why do very general ensembles of random $n { imes} n$ matrices exhibit universal behavior as $n { ightarrow} {infty}$? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.

Edition details

• Publisher: Courant Institute of Mathematical Sciences, New York University
• Publication date: 1999
• Language: English
• ISBN 10: 0965870324
• ISBN 13: 9780965870320
• Binding: Unknown Binding
• Number of pages: 273