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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.
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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.
DOWNLOAD
(Buy premium account for maximum speed and resumming ability)
http://nitroflare.com/view/846CB0DD6E787D0/qf3n3.O.P.a.R.M.A.RH.A.djvu
http://rapidgator.net/file/73e715f8f27ad6eab28f0e68e7c4cf2a/qf3n3.O.P.a.R.M.A.RH.A.djvu
http://uploaded.net/file/qmy4pnnt/qf3n3.O.P.a.R.M.A.RH.A.djvu
http://www.datafile.com/d/TVRVME5EWXlOVE0F9/qf3n3.O.P.a.R.M.A.RH.A.djvu