Numerical Solution of Riemann–Hilbert Problems: Random Matrix Theory and Orthogonal Polynomials
نویسندگان
چکیده
منابع مشابه
Numerical solution of Riemann–Hilbert problems: random matrix theory and orthogonal polynomials
In recent developments, a general approach for solving Riemann–Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation of orthogonal polynomials on the real line. Combining this numerical algorithm with an approach to compute Fredholm determinants, we are able to calculate empirical measures and gap statistics for general finite-dimen...
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ژورنال
عنوان ژورنال: Constructive Approximation
سال: 2013
ISSN: 0176-4276,1432-0940
DOI: 10.1007/s00365-013-9221-3