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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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Lenguaje: | eng |
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American Mathematical Society
2000
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Acceso en línea: | http://cds.cern.ch/record/2264151 |
_version_ | 1780954325818802176 |
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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. |
id | cern-2264151 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 2000 |
publisher | American Mathematical Society |
record_format | invenio |
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 |