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Topic #6 ------------ OP-SF NET 8.1 -------------- January 15, 2001
~~~~~~~~~~~~~
From: OP-SF NET Editor ([email protected])
Subject: New book on Orthogonal Polynomials and Random Matrices
[From the AMS web site]
Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
Percy Deift, New York University-Courant Institute of Mathematical Sciences
Description
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 -> infinity? The main ingredient in the proof is
the steepest descent method for oscillatory Riemann-Hilbert problems.
Titles in this series are copublished with the Courant Institute of Mathematical
Sciences at New York University.
Contents
Riemann-Hilbert problems
Jacobi operators
Orthogonal polynomials
Continued fractions
Random matrix theory
Equilibrium measures
Asymptotics for orthogonal polynomials
Universality
Bibliography
Details:
Publisher: American Mathematical Society
Distributor: American Mathematical Society
Series: Courant Lecture Notes, ISSN: 1529-9031
Volume: 3
Publication Year: 2000
ISBN: 0-8218-2695-6
Paging: 261 pp.
Binding: Softcover
List Price: $31
Institutional Member Price: $25
Individual Member Price: $25
Order Code: CLN/3
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