Goal: to provide a deeper understanding of the Riemann-Hilbert problems for orthogonal polynomials and applications in random matrix theory. |
Course description: This course gives a basic introduction into the basics of the Riemann Hilbert problems for classical orthogonal polynomials as well as for orthogonal polynomials with respect to modified/generalized Jacobi weight. During the course it will be presented the nonlinear steepest descent method of Deift and Zhou. Moreover, it is our aim to show some applications of the Riemann-Hilbert problems in the theory of random matrices |