Related papers: Correlation Kernels for Discrete Symplectic and Or…

We study the recurrence coefficients of the orthogonal polynomials with respect to a semi-classical extension of the Krawtchouk weight. We derive a coupled discrete system for these coefficients and show that they satisfy the fifth…

Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…

We study the monic orthogonal polynomials with respect to a singularly perturbed Airy weight. By using Chen and Ismail's ladder operator approach, we derive a discrete system satisfied by the recurrence coefficients for the orthogonal…

We give a simple derivation of all $n$-point densities for the eigenvalues of the real Ginibre ensemble with even dimension $N$ as quaternion determinants. A very simple symplectic kernel governs both, the real and complex correlations.…

In this work, merging ideas from compatible discretisations and polyhedral methods, we construct novel fully discrete polynomial de Rham sequences of arbitrary degree on polygons and polyhedra. The spaces and operators that appear in these…

We study the orthogonal projections of symplectic balls in $\mathbb{R}^{2n}$ on complex subspaces. In particular we show that these projections are themselves symplectic balls under a certain complexity assumption. Our main result is a…

Let mathcal{O}_lambda be a generic coadjoint orbit of a compact semi-simple Lie group K. Weight varieties are the symplectic reductions of mathcal{O}_lambda by the maximal torus T in K. We use a theorem of Tolman and Weitsman to compute the…

A correlation function of the classical orthogonal polynomials is defined and determined. The correlation function obeys a second order difference equation in two variables. The correlation function for the Gegenbauer, Chebyshev and…

We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…

We consider kernels of discrete convolution operators or, equivalently, homogeneous solutions of partial difference operators and show that these solutions always have to be exponential polynomials. The respective polynomial space in…

The derivation of zonal polynomials involves evaluating the integral \[ \exp\left( - \frac{1}{2} \operatorname{tr} D_{\beta} Q D_{l} Q \right) \] with respect to orthogonal matrices \(Q\), where \(D_{\beta}\) and \(D_{l}\) are diagonal…

We derive inversion formulas involving orthogonal polynomials which can be used to find coefficients of differential equations satisfied by certain generalizations of the classical orthogonal polynomials. As an example we consider special…

We consider the symmetric gap probability distributions of certain Freud unitary ensembles. This problem is related to the Hankel determinants generated by the Freud weights supported on the complement of a symmetric interval. By using Chen…

We use discrete holomorphic polynomials to prove that, given a refining sequence of critical maps of a Riemann surface, any holomorphic function can be approximated by a converging sequence of discrete holomorphic functions.

Orthogonal polynomials with respect to the hypergeometric distribution on lattices in polyhedral domains in ${\mathbb R}^d$, which include hexagons in ${\mathbb R}^2$ and truncated tetrahedrons in ${\mathbb R}^3$, are defined and studied.…

We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for…

We survey the current status of universality limits for $m$-point correlation functions in the bulk and at the edge for unitary ensembles, primarily when the limiting kernels are Airy, Bessel, or Sine kernels. In particular, we consider…

We study reproducing kernels of weighted spaces of polyanalytic polynomials on the complex plane. The results include a universality result concerning local blow-ups of the kernels near so called bulk points as well as an off-diagonal decay…

We calculate wide distance connected correlators in non-gaussian orthogonal, unitary and symplectic random matrix ensembles by solving the loop equation in the 1/N-expansion. The multi-level correlator is shown to be universal in large N…

In this paper, we discuss the solution of certain matrix-valued partial differential equations. Such PDEs arise, for example, when constructing a Riemannian contraction metric for a dynamical system given by an autonomous ODE. We develop…