Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

Percy Deift

Courant lecture notes in mathematics 第 3 冊 · American Mathematical Soc.

關於這本電子書

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. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.