Description

Book Synopsis
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.

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

Orthogonal Polynomials and Random Matrices A

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    Publisher: American Mathematical Society
    Publication Date: 30/10/2000
    ISBN13: 9780821826959, 978-0821826959
    ISBN10: 0821826956
    Also in:
    Calculus and mathematical analysis Functional analysis and transforms

    Description

    Book Synopsis
    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.

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

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