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Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
 
Percy Deift New York University-Courant Institute of Mathematical Sciences, New York, NY
A co-publication of the AMS and Courant Institute of Mathematical Sciences at New York University
Front Cover for Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
Available Formats:
Softcover ISBN: 978-0-8218-2695-9
Product Code: CLN/3
261 pp 
List Price: $40.00
MAA Member Price: $36.00
AMS Member Price: $32.00
Electronic ISBN: 978-1-4704-3107-5
Product Code: CLN/3.E
261 pp 
List Price: $37.00
MAA Member Price: $33.30
AMS Member Price: $29.60
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $60.00
MAA Member Price: $54.00
AMS Member Price: $48.00
Front Cover for Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
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  • Front Cover for Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
  • Back Cover for Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
Percy Deift New York University-Courant Institute of Mathematical Sciences, New York, NY
A co-publication of the AMS and Courant Institute of Mathematical Sciences at New York University
Available Formats:
Softcover ISBN:  978-0-8218-2695-9
Product Code:  CLN/3
261 pp 
List Price: $40.00
MAA Member Price: $36.00
AMS Member Price: $32.00
Electronic ISBN:  978-1-4704-3107-5
Product Code:  CLN/3.E
261 pp 
List Price: $37.00
MAA Member Price: $33.30
AMS Member Price: $29.60
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $60.00
MAA Member Price: $54.00
AMS Member Price: $48.00
  • Book Details
     
     
    Courant Lecture Notes
    Volume: 32000
    MSC: Primary 30; 33; 60; 15; 26;

    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.

    Readership

    Graduate students and research mathematicians interested in functions of a complex variable.

  • Table of Contents
     
     
    • Chapters
    • Chapter 1. Riemann-Hilbert problems
    • Chapter 2. Jacobi operators
    • Chapter 3. Orthogonal polynomials
    • Chapter 4. Continued fractions
    • Chapter 5. Random matrix theory
    • Chapter 6. Equilibrium measures
    • Chapter 7. Asymptotics for orthogonal polynomials
    • Chapter 8. Universality
  • Request Review Copy
Volume: 32000
MSC: Primary 30; 33; 60; 15; 26;

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.

Readership

Graduate students and research mathematicians interested in functions of a complex variable.

  • Chapters
  • Chapter 1. Riemann-Hilbert problems
  • Chapter 2. Jacobi operators
  • Chapter 3. Orthogonal polynomials
  • Chapter 4. Continued fractions
  • Chapter 5. Random matrix theory
  • Chapter 6. Equilibrium measures
  • Chapter 7. Asymptotics for orthogonal polynomials
  • Chapter 8. Universality
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