Orthogonal polynomials and random matrices

a Riemann-Hilbert approach

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Last edited by Open Library Bot
April 28, 2010 | History

Orthogonal polynomials and random matrices

a Riemann-Hilbert approach

  • 0 Ratings
  • 1 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Language
English
Pages
261

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Previews available in: English

Edition Availability
Cover of: Orthogonal polynomials and random matrices
Orthogonal polynomials and random matrices: a Riemann-Hilbert approach
2000, American Mathematical Society
in English
Cover of: Orthogonal polynomials and random matrices
Orthogonal polynomials and random matrices: a Riemann-Hilbert approach
1999, Courant Institute of Mathematical Sciences, New York University
in English

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Book Details


Table of Contents

Machine generated contents note: Chapter 1. Riemann-Hilbert Problems 1
1.1. What Is a Riemann-Hilbert Problem? 1
1.2. Examples 4
Chapter 2. Jacobi Operators 13
2.1. Jacobi Matrices 13
2.2. The Spectrum of Jacobi Matrices 23
2.3. The Toda Flow 25
2.4. Unbounded Jacobi Operators 26
2.5. Appendix: Support of a Measure 35
Chapter 3. Orthogonal Polynomials 37
3.1. Construction of Orthogonal Polynomials 37
3.2. A Riemann-Hilbert Problem 43
3.3. Some Symmetry Considerations 49
3.4. Zeros of Orthogonal Polynomials 52
Chapter 4. Continued Fractions 57
4.1. Continued Fraction Expansion of a Number 57
4.2. Measure Theory and Ergodic Theory 64
4.3. Application to Jacobi Operators 76
4.4. Remarks on the Continued Fraction Expansion of a Number 85
Chapter 5. Random Matrix Theory 89
5.1. Introduction 89
5.2. Unitary Ensembles 91
5.3. Spectral Variables for Hermitian Matrices 94
5.4. Distribution of Eigenvalues 101
5.5. Distribution of Spacings of Eigenvalues 113
5.6. Further Remarks on the Nearest-Neighbor Spacing Distribution and
Universality 120
Chapter 6. Equilibrium Measures 129
6.1. Scaling 129
6.2. Existence of the Equilibrium Measure LLV 134
6.3. Convergence of X,* 145
6.4. Convergence of RlI(xl)dxl 149
6.5. Convergence of rlx* 159
6.6. Variational Problem for the Equilibrium Measure 167
6.7. Equilibrium Measure for V(x) = tx2m 169
6.8. Appendix: The Transfinite Diameter and Fekete Sets 179
Chapter 7. Asymptotics for Orthogonal Polynomials 181
7.1. Riemann-Hilbert Problem: The Precise Sense 181
7.2. Riemann-Hilbert Problem for Orthogonal Polynomials 189
7.3. Deformation of a Riemann-Hilbert Problem 191
7.4. Asymptotics of Orthogonal Polynomials 201
7.5. Some Analytic Considerations of Riemann-Hilbert Problems 208
7.6. Construction of the Parametrix 213
7.7. Asymptotics of Orthogonal Polynomials on the Real Axis 230
Chapter 8. Universality 237
8.1. Universality 237
8.2. Asymptotics of Ps 251.

Edition Notes

Includes bibliographical references (p. 259-261).
Originally published: New York : Courant Institute of Mathematical Sciences, New York University, c1999.

Published in
Providence, R.I
Series
Courant lecture notes ;, 3

Classifications

Dewey Decimal Class
515/.55
Library of Congress
QA404.5 .D37 2000

The Physical Object

Pagination
ix, 261 p. :
Number of pages
261

ID Numbers

Open Library
OL6794006M
Internet Archive
orthogonalpolyno00deif
ISBN 10
0821826956
LCCN
00061834
Goodreads
1217033

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History

Download catalog record: RDF / JSON
April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
February 2, 2010 Edited by WorkBot add more information to works
December 9, 2009 Created by WorkBot add works page