Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach - Brossura

Deift, Percy

Brossura

ISBN 10: 0821826956 ISBN 13: 9780821826959

Casa editrice: New York Univ Courant Inst, 2000

Riassunto

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.

Dettagli dell'edizione

• Editore: New York Univ Courant Inst
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0821826956
• ISBN 13: 9780821826959
• Rilegatura: Copertina flessibile
• Numero di pagine: 261
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile