
Courant Lecture Notes 2000; 261 pp; softcover Volume: 3 Reprint/Revision History: reprinted 2002 ISBN10: 0821826956 ISBN13: 9780821826959 List Price: US$37 Member Price: US$29.60 Order Code: CLN/3 See also: Eigenvalue Distribution of Large Random Matrices  Leonid Pastur and Mariya Shcherbina Random Matrix Theory: Invariant Ensembles and Universality  Percy Deift and Dimitri Gioev SkewOrthogonal Polynomials and Random Matrix Theory  Saugata Ghosh  This volume expands on a set of lectures held at the Courant Institute on RiemannHilbert 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 RiemannHilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University. Readership Graduate students and research mathematicians interested in functions of a complex variable. Table of Contents



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