Random matrices and integrable systemsMarch 4 - 9, 2012Les Houches |
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Marco Bertola, Concordia University, Montreal: Asymptotic analysis of random matrices and orthogonal polynomialsIn 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. Go to the GranMa home page. |