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

Deift, Percy

ISBN 10: 0965870324 / ISBN 13: 9780965870320

Published by Courant Institute of Mathematical Sciences, New York University, 1999

About this Item

273 pp., paperback, previous owner's name to the front free endpaper, else very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

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Bibliographic Details

• Title: Orthogonal polynomials and random matrices: A Riemann-Hilbert approach (Courant lecture notes in mathematics)
• Publisher: Courant Institute of Mathematical Sciences, New York University
• Publication Date: 1999
• Language: English
• ISBN 10: 0965870324
• ISBN 13: 9780965870320
• Condition: Very Good

About this title

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.