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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.

Random matrix theory is at the intersection of linear algebra, probability theory and integrable systems, and has a wide range of applications in physics, engineering, multivariate statistics and beyond. This volume is based on a Fall 2010 MSRI program which generated the solution of long-standing questions on universalities of Wigner matrices and beta-ensembles, and opened new research directions especially in relation to the KPZ universality class of interacting particle systems and low-rank perturbations. The book contains review articles and research contributions on all these topics, in...

This book deals with the theory of linear ordinary differential operators of arbitrary order. Unlike treatments that focus on spectral theory, this work centers on the construction of special eigenfunctions (generalized Jost solutions) and on the inverse problem: the problem of reconstructing the operator from minimal data associated to the special eigenfunctions. In the second order case this program includes spectral theory and is equivalent to quantum mechanical scattering theory; the essential analysis involves only the bounded eigenfunctions. For higher order operators, bounded...