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Item Details
| Title:
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ORTHOGONAL POLYNOMIALS AND RANDOM MATRICES
A RIEMANN-HILBERT APPROACH |
| By: |
Percy Deift |
| Format: |
Paperback |
| List price:
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£38.95 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
0821826956 |
| ISBN 13: |
9780821826959 |
| Publisher: |
AMERICAN MATHEMATICAL SOCIETY |
| Pub. date: |
15 October, 2000 |
| Edition: |
UK ed. |
| Series: |
Courant Lecture Notes No. 3 |
| Pages: |
261 |
| Description: |
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. |
| 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. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
American Mathematical Society |
| Returns: |
Returnable |
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