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Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach: Courant Lecture Notes, cartea 3

Autor Percy Deift
en Limba Engleză Paperback – 6 dec 2000
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 > infinity? The main ingredient in the proof is the steepestdescent method for oscillatory Riemann-Hilbert problems.Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
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Specificații

ISBN-13: 9780821826959
ISBN-10: 0821826956
Pagini: 261
Dimensiuni: 178 x 253 x 14 mm
Greutate: 0.49 kg
Editura: American Mathematical Society
Colecția American Mathematical Society
Seria Courant Lecture Notes

Locul publicării:Oxford, United States