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Orthogonal Polynomials and Random Matrices

Orthogonal Polynomials and Random Matrices : A Riemann-Hilbert Approach.

・ISBN 978-0-8218-2695-9 paper US$ 65.75

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著者・編者American Mathematical Society,
シリーズCourant Lecture Notes
出版社(American Mathematical Society, US)
出版年月2000
言語ENG
ニュース番号<M25-15738>

解説

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.