This volume expands on a set of lectures held at the Courant Institute on RiemannHilbert 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 RiemannHilbert problems.

Authors: Deift P.  Pages: 269 Year: 2000 
Tags: approach random polynomials matrices riemannhilbert orthogonal   Customers who bought this item also bought: 