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Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach by 9780821826959
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Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach by 9780821826959

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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.

Book Information
ISBN 9780821826959
Format Paperback
Imprint American Mathematical Society
Publisher American Mathematical Society

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