### Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

Category: E-Book

Percy Deift, "Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach"
2000 | pages: 269 | ISBN: 0821826956 | DJVU | 1,6 mb

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.