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
We review some recent developments in random matrix theory, and establish a moderate deviation resul...
This paper is a brief review of recent developments in random matrix theory. Two aspects ar...
Random matrix theory is at the intersection of linear algebra, probability theory and integrable sys...
This book features a unified derivation of the mathematical theory of the three classical types of i...
Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer ...
This thesis consists of six articles spanning over several areas of mathematical analysis. The domin...
This thesis consists of six articles spanning over several areas of mathematical analysis. The domin...
This thesis consists of six articles spanning over several areas of mathematical analysis. The domin...
We gebruiken in de thesis Riemann-Hilbert problemen met als doel resultaten te vinden die zich situe...
This book provides a detailed description of the Riemann-Hilbert approach (RH approach) to the asymp...
Participants at the workshop ranged over a number of different fields, ranging from theoretical phys...
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the...
Abstract. We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a f...
We study Hermitian random matrix models with an external source matrix which has equispaced eigenval...
Neste trabalho estudaremos a relação existente entre polinômios ortogonais e matrizes aleatórias. Ex...
We review some recent developments in random matrix theory, and establish a moderate deviation resul...
This paper is a brief review of recent developments in random matrix theory. Two aspects ar...
Random matrix theory is at the intersection of linear algebra, probability theory and integrable sys...
This book features a unified derivation of the mathematical theory of the three classical types of i...
Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer ...
This thesis consists of six articles spanning over several areas of mathematical analysis. The domin...
This thesis consists of six articles spanning over several areas of mathematical analysis. The domin...
This thesis consists of six articles spanning over several areas of mathematical analysis. The domin...
We gebruiken in de thesis Riemann-Hilbert problemen met als doel resultaten te vinden die zich situe...
This book provides a detailed description of the Riemann-Hilbert approach (RH approach) to the asymp...
Participants at the workshop ranged over a number of different fields, ranging from theoretical phys...
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the...
Abstract. We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a f...
We study Hermitian random matrix models with an external source matrix which has equispaced eigenval...
Neste trabalho estudaremos a relação existente entre polinômios ortogonais e matrizes aleatórias. Ex...
We review some recent developments in random matrix theory, and establish a moderate deviation resul...
This paper is a brief review of recent developments in random matrix theory. Two aspects ar...
Random matrix theory is at the intersection of linear algebra, probability theory and integrable sys...