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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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Autor principal: Deift, Percy
Lenguaje:eng
Publicado: American Mathematical Society 2000
Materias:
Acceso en línea:http://cds.cern.ch/record/2264151
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author Deift, Percy
author_facet Deift, Percy
author_sort Deift, Percy
collection CERN
description 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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spelling cern-22641512021-04-21T19:13:38Zhttp://cds.cern.ch/record/2264151engDeift, PercyOrthogonal polynomials and random matricesMathematical Physics and MathematicsThis 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.American Mathematical Societyoai:cds.cern.ch:22641512000
spellingShingle Mathematical Physics and Mathematics
Deift, Percy
Orthogonal polynomials and random matrices
title Orthogonal polynomials and random matrices
title_full Orthogonal polynomials and random matrices
title_fullStr Orthogonal polynomials and random matrices
title_full_unstemmed Orthogonal polynomials and random matrices
title_short Orthogonal polynomials and random matrices
title_sort orthogonal polynomials and random matrices
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2264151
work_keys_str_mv AT deiftpercy orthogonalpolynomialsandrandommatrices