Random matrices and integrable systems
March 4 - 9, 2012
Les Houches
Arno Kuijlaars, Katholieke Universiteit Leuven :
Asymptotic analysis of random matrices and orthogonal polynomials
In the course we discuss the application
of the steepest descent analysis for Riemann-Hilbert problems
to problems in random matrix theory and orthogonal polynomials.
The first four lectures are based on work of Deift, Kriecherbauer,
McLaughlin, Venakides and Zhou from 1999. In the second part
we introduce extensions of these ideas to multiple orthogonal
polynomials and multi-matrix models.
Lectures notes
Slides 1, Slides 2, Slides 3
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