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Orthogonal polynomials and random matrices

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 qu...

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Detalles Bibliográficos
Autor principal: Deift, Percy
Lenguaje:eng
Publicado: American Mathematical Society 2000
Materias:
Acceso en línea:http://cds.cern.ch/record/2264151
Descripción
Sumario: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.