Orthogonal Polynomials and Random Matrices(Courant Lecture Notes)

正交多项式和随机矩阵:黎曼-希尔伯特方法

函数论

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作      者
出版时间
2000年10月30日
装      帧
平装
ISBN
9780821826959
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页      码
261
语      种
英文
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图书简介
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. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
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