Orthogonal polynomials and random matrices : a Riemann-Hilbert approach

書誌事項

Orthogonal polynomials and random matrices : a Riemann-Hilbert approach

Percy Deift

(Courant lecture notes in mathematics, 3)

American Mathematical Society, 2000

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注記

Copying and reprinting --- "Originally published: New York : Courant Institute of Mathematical Sciences, New York University , c1999"

Includes bibliographical references (p. 259-261)

内容説明・目次

内容説明

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.

目次

Riemann-Hilbert problems Jacobi operators Orthogonal polynomials Continued fractions Random matrix theory Equilibrium measures Asymptotics for orthogonal polynomials Universality Bibliography.

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詳細情報

  • NII書誌ID(NCID)
    BA49103045
  • ISBN
    • 0821826956
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Providence, RI
  • ページ数/冊数
    ix, 261 p.
  • 大きさ
    26 cm
  • 分類
  • 件名
  • 親書誌ID
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