Percy Deift
Orthogonal polynomials and random matrices : a Riemann-Hilbert approach - Rhode Island: American Mathematical Society: [c1998] - 261 p - Courant Lecture Notes Vol. 3 .
Chapter 1. Riemann-Hilbert problems
Chapter 2. Jacobi operators
Chapter 3. Orthogonal polynomials
Chapter 4. Continued fractions
Chapter 5. Random matrix theory
Chapter 6. Equilibrium measures
Chapter 7. Asymptotics for orthogonal polynomials
Chapter 8. Universality
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×n matrices exhibit universal behavior as n→∞? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. --- summary provided by publisher
9780821826959
QA 404.5
Orthogonal polynomials and random matrices : a Riemann-Hilbert approach - Rhode Island: American Mathematical Society: [c1998] - 261 p - Courant Lecture Notes Vol. 3 .
Chapter 1. Riemann-Hilbert problems
Chapter 2. Jacobi operators
Chapter 3. Orthogonal polynomials
Chapter 4. Continued fractions
Chapter 5. Random matrix theory
Chapter 6. Equilibrium measures
Chapter 7. Asymptotics for orthogonal polynomials
Chapter 8. Universality
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×n matrices exhibit universal behavior as n→∞? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. --- summary provided by publisher
9780821826959
QA 404.5