Ebook Info
- Published: 2000
- Number of pages: 261 pages
- Format: PDF
- File Size: 6.36 MB
- Authors: Percy Deift
Description
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.
User’s Reviews
Reviews from Amazon users which were colected at the time this book was published on the website:
⭐A very well written book on amazing subjects of random matrices and orthogonal polynomial. Shows amazing connections between different areas of Math.
⭐good instruction
Keywords
Free Download Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach (Courant Lecture Notes) in PDF format
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Download Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach (Courant Lecture Notes) PDF
Free Download Ebook Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach (Courant Lecture Notes)