Orthogonal Polynomials and Random Matrices : A Riemann-Hilbert Approach

ISBN-13: 9780821826959 / Angielski / Miękka / 2000

Percy Deift

Opis

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.