Orthogonal Polynomials and Random Matrices

Description:

Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.01. Seller Inventory # G0821826956I3N00

About this title:

Synopsis: 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.

Bibliographic Details

Title: Orthogonal Polynomials and Random Matrices
Publisher: American Mathematical Society
Publication Date: 2000
Binding: Paperback
Condition: Good
Dust Jacket Condition: No Jacket