Orthogonal Polynomials and Random Matrices
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A01=American Mathematical Society
Author_American Mathematical Society
Category=PBKD
Category=PBKF
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Product details
- ISBN 9780821826959
- Weight: 496g
- Publication Date: 30 Oct 2000
- Publisher: American Mathematical Society
- Publication City/Country: US
- Product Form: Paperback
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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.
