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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

Orthogonal Polynomials and Random Matrices cover

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