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Orthogonal Polynomials and Random Matrices
Percy Deift
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Description for Orthogonal Polynomials and Random Matrices
Paperback. 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. Series: Courant Lecture Notes. Num Pages: 261 pages, Illustrations. BIC Classification: PBKD; PBKF. Category: (P) Professional & Vocational. Dimension: 253 x 178 x 15. Weight in Grams: 494.
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.
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
Format
Paperback
Publication date
2000
Publisher
American Mathematical Society United States
Number of pages
261
Condition
New
Series
Courant Lecture Notes
Place of Publication
Providence, United States
ISBN
9780821826959
SKU
V9780821826959
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
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