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Orthogonal Polynomials and Random Matrices : A Riemann-Hilbert Approach, Paperback / softback Book

Orthogonal Polynomials and Random Matrices : A Riemann-Hilbert Approach Paperback / softback

Part of the Courant Lecture Notes series

Description

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.

Information

  • Format: Paperback / softback
  • Pages: Illustrations
  • Publisher: American Mathematical Society
  • Publication Date:
  • Category: Complex analysis, complex variables
  • ISBN: 9780821826959

£39.50

 
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