[PDF.93tj] Skew-Orthogonal Polynomials and Random Matrix Theory (Crm Monograph)

Skew-Orthogonal Polynomials and Random Matrix Theory (Crm Monograph)

[PDF.tk78] Skew-Orthogonal Polynomials and Random Matrix Theory (Crm Monograph)

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 | #7429706 in Books |  2009-10-13 | Original language:English |  10.00 x7.00 x.50l,.90 | File type: PDF | 127 pages

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Orthogonal polynomials satisfy a three-term recursion relation irrespective of the weight function with respect to which they are defined. This gives a simple formula for the kernel function, known in the literature as the Christoffel-Darboux sum. The availability of asymptotic results of orthogonal polynomials and the simple structure of the Christoffel-Darboux sum make the study of unitary ensembles of random matrices relatively straightforward. In this book, the autho...

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