English

Skew-orthogonal polynomials, differential systems and random matrix theory

Mathematical Physics 2015-06-26 v2 math.MP

Abstract

We study skew-orthogonal polynomials with respect to the weight function exp[2V(x)]\exp[-2V(x)], with V(x)=K=12d(uK/K)xKV(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}, u2d>0u_{2d} > 0, d>0d > 0. A finite subsequence of such skew-orthogonal polynomials arising in the study of Orthogonal and Symplectic ensembles of random matrices, satisfy a system of differential-difference-deformation equation. The vectors formed by such subsequence has the rank equal to the degree of the potential in the quaternion sense. These solutions satisfy certain compatibility condition and hence admit a simultaneous fundamental system of solutions.

Keywords

Cite

@article{arxiv.math-ph/0607007,
  title  = {Skew-orthogonal polynomials, differential systems and random matrix theory},
  author = {Saugata Ghosh},
  journal= {arXiv preprint arXiv:math-ph/0607007},
  year   = {2015}
}

Comments

30 pages