<p>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.</p>

Orthogonal polynomials and random matrices: A Riemann-Hilbert approach (Courant lecture notes in mathematics)

Science & Math

Deift, Percy

Mathematics

Courant Institute of Mathematical Sciences, New York University

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Books by Deift, Percy

See the best price to sell, buy, or rent books by Deift, Percy. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Orthogonal polynomials and random matrices: A Riemann-Hilbert approach (Courant lecture notes in mathematics)