Orthogonal Polynomials and Random Matrices
A Riemann-Hilbert Approach
American Mathematical Society author
Format:Paperback
Publisher:American Mathematical Society
Currently unavailable, and unfortunately no date known when it will be back

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.
ISBN: 9780821826959
Dimensions: unknown
Weight: 496g