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Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
  • Language: en
  • Pages: 273

Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

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.

Random Matrix Theory
  • Language: en
  • Pages: 236

Random Matrix Theory

"This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles-orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors' prior work. New, quantitative error estimates are derived." --Book Jacket.

Integrable Systems and Random Matrices
  • Language: en
  • Pages: 448

Integrable Systems and Random Matrices

This volume contains the proceedings of a conference held at the Courant Institute in 2006 to celebrate the 60th birthday of Percy A. Deift. The program reflected the wide-ranging contributions of Professor Deift to analysis with emphasis on recent developments in Random Matrix Theory and integrable systems. The articles in this volume present a broad view on the state of the art in these fields. Topics on random matrices include the distributions and stochastic processes associated with local eigenvalue statistics, as well as their appearance in combinatorial models such as TASEP, last passage percolation and tilings. The contributions in integrable systems mostly deal with focusing NLS, the Camassa-Holm equation and the Toda lattice. A number of papers are devoted to techniques that are used in both fields. These techniques are related to orthogonal polynomials, operator determinants, special functions, Riemann-Hilbert problems, direct and inverse spectral theory. Of special interest is the article of Percy Deift in which he discusses some open problems of Random Matrix Theory and the theory of integrable systems.

Combinatorics and Random Matrix Theory
  • Language: en
  • Pages: 478

Combinatorics and Random Matrix Theory

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 an...

Random Matrix Theory, Interacting Particle Systems and Integrable Systems
  • Language: en
  • Pages: 539

Random Matrix Theory, Interacting Particle Systems and Integrable Systems

This volume includes review articles and research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles.

Differential Equations and Mathematical Physics: Proceedings of the International Conference held at the University of Alabama at Birmingham, March 15-21, 1990
  • Language: en
  • Pages: 399

Differential Equations and Mathematical Physics: Proceedings of the International Conference held at the University of Alabama at Birmingham, March 15-21, 1990

Differential Equations and Mathematical Physics: Proceedings of the International Conference held at the University of Alabama at Birmingham, March 15-21, 1990

Direct and Inverse Scattering on the Line
  • Language: en
  • Pages: 226

Direct and Inverse Scattering on the Line

This book deals with the theory of linear ordinary differential operators of arbitrary order. Unlike treatments that focus on spectral theory, this work centers on the construction of special eigenfunctions (generalized Jost solutions) and on the inverse problem: the problem of reconstructing the operator from minimal data associated to the special eigenfunctions. In the second order case this program includes spectral theory and is equivalent to quantum mechanical scattering theory; the essential analysis involves only the bounded eigenfunctions. For higher order operators, bounded eigenfunctions are again sufficient for spectral theory and quantum scattering theory, but they are far from s...

Applied Asymptotic Analysis
  • Language: en
  • Pages: 488

Applied Asymptotic Analysis

This book is a survey of asymptotic methods set in the current applied research context of wave propagation. It stresses rigorous analysis in addition to formal manipulations. Asymptotic expansions developed in the text are justified rigorously, and students are shown how to obtain solid error estimates for asymptotic formulae. The book relates examples and exercises to subjects of current research interest, such as the problem of locating the zeros of Taylor polynomials of entirenonvanishing functions and the problem of counting integer lattice points in subsets of the plane with various geometrical properties of the boundary. The book is intended for a beginning graduate course on asymptot...

Spectral Theory and Mathematical Physics: A Festschrift in Honor of Barry Simon's 60th Birthday
  • Language: en
  • Pages: 472

Spectral Theory and Mathematical Physics: A Festschrift in Honor of Barry Simon's 60th Birthday

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 aparticular 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...

Toeplitz Matrices and Singular Integral Equations
  • Language: en
  • Pages: 327

Toeplitz Matrices and Singular Integral Equations

  • Type: Book
  • -
  • Published: 2012-12-06
  • -
  • Publisher: Birkhäuser

This volume, dedicated to Bernd Silbermann on his sixtieth birthday, collects research articles on Toeplitz matrices and singular integral equations written by leading area experts. The subjects of the contributions include Banach algebraic methods, Toeplitz determinants and random matrix theory, Fredholm theory and numerical analysis for singular integral equations, and efficient algorithms for linear systems with structured matrices, and reflect Bernd Silbermann's broad spectrum of research interests. The volume also contains a biographical essay and a list of publications. The book is addressed to a wide audience in the mathematical and engineering sciences. The articles are carefully written and are accessible to motivated readers with basic knowledge in functional analysis and operator theory.