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Orthogonal Polynomials And Random Matrices: A Riemann-Hilbert Approach (Courant Lecture Notes) - Percy Deift
American Mathematical Society (2000)
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#2443

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Orthogonal polynomials, Random matrices

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.

Product Details
LoC Classification QA404.5 .D37 2000
Dewey 515/.55
Format Paperback
Cover Price 31,00 €
No. of Pages 261
Height x Width 260 x 178 mm
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