Продвинутый анализ

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Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

Автор: Deift P.
Год: 2000
Издание:

Страниц: [не указано]
ISBN: [не указан]
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 $n { imes} n$ matrices exhibit universal behavior as $n { ightarrow} {infty}$? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.
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