Orthogonal Polynomials And Random Matrices A Riemann Hilbert Approach


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Orthogonal Polynomials and Random Matrices


Orthogonal Polynomials and Random Matrices

Author: Percy Deift

language: en

Publisher: American Mathematical Soc.

Release Date:


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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 > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.

Orthogonal Polynomials and Random Matrices


Orthogonal Polynomials and Random Matrices

Author: Percy Deift

language: en

Publisher:

Release Date: 2000


DOWNLOAD





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.

Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach


Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

Author: Percy Deift

language: en

Publisher: American Mathematical Soc.

Release Date: 2000


DOWNLOAD





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 > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.