<p>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.</p>

Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach (Courant Lecture Notes)

Science & Math

Percy Deift

Mathematics

American Mathematical Society

This Festschrift had its origins in a conference called SimonFest held at Caltech, March 27-31, 2006, to honor Barry Simon's 60th birthday. It is not a proceedings volume in the usual sense since the emphasis of the majority of the contributions is on reviews of the state of the art of certain fields, with particular focus on recent developments and open problems. The bulk of the articles in this Festschrift are of this survey form, and a few review Simon's contributions to a particular area. Part 1 contains surveys in the areas of Quantum Field Theory, Statistical Mechanics, Nonrelativistic Two-Body and $N$-Body Quantum Systems, Resonances, Quantum Mechanics with Electric and Magnetic Fields, and the Semiclassical Limit. Part 2 contains surveys in the areas of Random and Ergodic Schrödinger Operators, Singular Continuous Spectrum, Orthogonal Polynomials, and Inverse Spectral Theory. In several cases, this collection of surveys portrays both the history of a subject and its current state of the art. Exhaustive lists of references enhance the presentation offered in these surveys. A substantial part of the contributions to this Festschrift are survey articles on the state of the art of certain areas with special emphasis on open problems. This will benefit graduate students as well as researchers who want to get a quick, yet comprehensive introduction into an area covered in this volume.

Spectral Theory and Mathematical Physics: A Festschrift in Honor of Barry Simon's 60th Birthday: Quantum Field Theory, Statistical Mechanics, and ... (Proceedings of Symposia in Pure Mathematics)

Fritz Gesztesy

Cherie Galvez

Peter Perry

and Wilhelm Schlag

Amer Mathematical Society

Spectral Theory and Mathematical Physics: A Festschrift in Honor of Barry Simon's 60th Birthday: Ergodic Schrödinger Operators, Singular Spectrum, ... (Proceedings of Symposia in Pure Mathematics)

<p>Over the last fifteen years a variety of problems in combinatorics has 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.</p>

Combinatorics and Random Matrix Theory (Graduate Studies in Mathematics) (Graduate Studies in Mathematics, 172)

Jinho Baik

Toufic Suidan

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Books by Percy Deift