Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach PDF full book. Access full book title Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach by Percy Deift. Download full books in PDF and EPUB format.
Author: Percy Deift Publisher: American Mathematical Soc. ISBN: 0821826956 Category : Orthogonal polynomials Languages : en Pages : 273
Book 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.
Author: Percy Deift Publisher: American Mathematical Soc. ISBN: 0821826956 Category : Orthogonal polynomials Languages : en Pages : 273
Book 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.
Author: Pavel Bleher Publisher: ISBN: 9781470414429 Category : Random matrices Languages : en Pages : 224
Book Description
This book provides a detailed description of the Riemann-Hilbert approach (RH approach) to the asymptotic analysis of both continuous and discrete orthogonal polynomials, and applications to random matrix models as well as to the six-vertex model. The RH approach was an important ingredient in the proofs of universality in unitary matrix models. This book gives an introduction to the unitary matrix models and discusses bulk and edge universality. The six-vertex model is an exactly solvable two-dimensional model in statistical physics, and thanks to the Izergin-Korepin formula for the model wit.
Author: Jinho Baik Publisher: American Mathematical Soc. ISBN: 0821848410 Category : Combinatorial analysis Languages : en Pages : 461
Book Description
Over the last fifteen years a variety of problems in combinatorics have been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a “stochastic special function theory” for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.
Author: Saugata Ghosh Publisher: American Mathematical Soc. ISBN: 0821869884 Category : Mathematics Languages : en Pages : 138
Book Description
"Orthogonal polynomials satisfy a three-term recursion relation irrespective of the weight function with respect to which they are defined. This gives a simple formula for the kernel function, known in the literature as the Christoffel-Darboux sum. The availability of asymptotic results of orthogonal polynomials and the simple structure of the Christoffel-Darboux sum make the study of unitary ensembles of random matrices relatively straightforward. In this book, the author develops the theory of skew-orthogonal polynomials and obtains recursion relations which, unlike orthogonal polynomials, depend on weight functions. After deriving reduced expressions, called the generalized Christoffel-Darboux formulas (GCD), he obtains universal correlation functions and non-universal level densities for a wide class of random matrix ensembles using the GCD. The author also shows that once questions about higher order effects are considered (questions that are relevant in different branches of physics and mathematics) the use of the GCD promises to be efficient. Titles in this series are co-published with the Centre de Recherches Mathématiques."--Publisher's website.
Author: Joaquin Bustoz Publisher: Springer Science & Business Media ISBN: 9780792371199 Category : Mathematics Languages : en Pages : 548
Book Description
The Advanced Study Institute brought together researchers in the main areas of special functions and applications to present recent developments in the theory, review the accomplishments of past decades, and chart directions for future research. Some of the topics covered are orthogonal polynomials and special functions in one and several variables, asymptotic, continued fractions, applications to number theory, combinatorics and mathematical physics, integrable systems, harmonic analysis and quantum groups, Painleve classification.
Author: Athanassios S. Fokas Publisher: American Mathematical Society ISBN: 1470475561 Category : Mathematics Languages : en Pages : 570
Book Description
At the turn of the twentieth century, the French mathematician Paul Painlevé and his students classified second order nonlinear ordinary differential equations with the property that the location of possible branch points and essential singularities of their solutions does not depend on initial conditions. It turned out that there are only six such equations (up to natural equivalence), which later became known as Painlevé I–VI. Although these equations were initially obtained answering a strictly mathematical question, they appeared later in an astonishing (and growing) range of applications, including, e.g., statistical physics, fluid mechanics, random matrices, and orthogonal polynomials. Actually, it is now becoming clear that the Painlevé transcendents (i.e., the solutions of the Painlevé equations) play the same role in nonlinear mathematical physics that the classical special functions, such as Airy and Bessel functions, play in linear physics. The explicit formulas relating the asymptotic behaviour of the classical special functions at different critical points play a crucial role in the applications of these functions. It is shown in this book that even though the six Painlevé equations are nonlinear, it is still possible, using a new technique called the Riemann-Hilbert formalism, to obtain analogous explicit formulas for the Painlevé transcendents. This striking fact, apparently unknown to Painlevé and his contemporaries, is the key ingredient for the remarkable applicability of these “nonlinear special functions”. The book describes in detail the Riemann-Hilbert method and emphasizes its close connection to classical monodromy theory of linear equations as well as to modern theory of integrable systems. In addition, the book contains an ample collection of material concerning the asymptotics of the Painlevé functions and their various applications, which makes it a good reference source for everyone working in the theory and applications of Painlevé equations and related areas.
Author: László Erdős Publisher: American Mathematical Soc. ISBN: 1470436485 Category : Random matrices Languages : en Pages : 226
Book Description
A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
Author: Walter Van Assche Publisher: Springer ISBN: 354047711X Category : Mathematics Languages : en Pages : 207
Book Description
Recently there has been a great deal of interest in the theory of orthogonal polynomials. The number of books treating the subject, however, is limited. This monograph brings together some results involving the asymptotic behaviour of orthogonal polynomials when the degree tends to infinity, assuming only a basic knowledge of real and complex analysis. An extensive treatment, starting with special knowledge of the orthogonality measure, is given for orthogonal polynomials on a compact set and on an unbounded set. Another possible approach is to start from properties of the coefficients in the three-term recurrence relation for orthogonal polynomials. This is done using the methods of (discrete) scattering theory. A new method, based on limit theorems in probability theory, to obtain asymptotic formulas for some polynomials is also given. Various consequences of all the results are described and applications are given ranging from random matrices and birth-death processes to discrete Schrödinger operators, illustrating the close interaction with different branches of applied mathematics.
Author: John Harnad Publisher: Springer Science & Business Media ISBN: 1441995145 Category : Science Languages : en Pages : 526
Book Description
This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations between random matrix models and the theory of classical integrable systems have long been studied. These appear mainly in the deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations appearing in the theory of integrable systems. They may be analyzed effectively through methods based upon the Riemann-Hilbert problem of analytic function theory and by related approaches to the study of nonlinear asymptotics in the large N limit. Associated with studies of matrix models are certain stochastic processes, the "Dyson processes", and their continuum diffusion limits, which govern the spectrum in random matrix ensembles, and may also be studied by related methods. Random Matrices, Random Processes and Integrable Systems provides an in-depth examination of random matrices with applications over a vast variety of domains, including multivariate statistics, random growth models, and many others. Leaders in the field apply the theory of integrable systems to the solution of fundamental problems in random systems and processes using an interdisciplinary approach that sheds new light on a dynamic topic of current research.
Author: Percy Deift
Author: Percy Deift
Author: Pavel Bleher
Author: Jinho Baik
Author: Saugata Ghosh
Author: Joaquin Bustoz
Author: Athanassios S. Fokas
Author: László Erdős
Author: Walter Van Assche
Author: John Harnad
Author: Pavel Bleher