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

Deift, Percy

 
9780821826959: Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
Brossura
ISBN 10: 0821826956 ISBN 13: 9780821826959
Casa editrice: New York Univ Courant Inst, 2000

Sinossi

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.

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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