000 01398nam a22002057a 4500
003 OSt
005 20241129113416.0
008 191213b ||||| |||| 00| 0 eng d
020 _a9780821826959
040 _cTata Book House
_aICTS-TIFR
050 _aQA 404.5
100 _aPercy Deift
245 _aOrthogonal polynomials and random matrices
_b : a Riemann-Hilbert approach
260 _aRhode Island:
_bAmerican Mathematical Society:
_c[c1998]
300 _a261 p
490 _aCourant Lecture Notes
_vVol. 3
505 _aChapter 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
520 _aThis 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
942 _2lcc
_cBK
999 _c2951
_d2951