Related papers: Linear systems and determinantal random point fiel…

A well-known theorem factors a scalar coefficient differential operator given a linearly independent set of functions in its kernel. The goal of this paper is to generalize this useful result to other types of operators. In place of the…

The k-point correlation functions of the Gaussian Random Matrix Ensembles are certain determinants of functions which depend on only two arguments. They are referred to as kernels, since they are the building blocks of all correlations. We…

We develop a coordinate-free probabilistic framework for determinantal point processes associated with Bergman kernels on compact complex manifolds. The basic issue is that Bergman kernels are naturally line-bundle-valued:…

It was proved by Akemann, Ipsen and Kieburg that squared singular values of products of $M$ complex Ginibre random matrices form a determinantal point process whose correlation kernel is expressible in terms of Meijer's $G$-functions.…

Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\mathbb C}$ and state space $H$. The scattering (or impulse response) functions $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator…

Integrable operators arise in random matrix theory, where they describe the asymptotic eigenvalue distributions of large self-adjoint random matrices from the generalized unitary ensembles. This paper gives sufficient conditions for an…

We show that every Hankel operator $H$ is unitarily equivalent to a pseudo-differential operator $A$ of a special structure acting in the space $L^2 ({\Bbb R}) $. As an example, we consider integral operators $H$ in the space $L^2 ({\Bbb…

String equations related to 2D gravity seem to provide, quite naturally and systematically, integrable kernels, in the sense of Its-Izergin-Korepin and Slavnov. Some of these kernels (besides the "classical" examples of Airy and Pearcey)…

We characterize Fredholm determinants of a class of Hankel composition operators via matrix-valued Riemann-Hilbert problems, for additive and multiplicative compositions. The scalar-valued kernels of the underlying integral operators are…

Using the Kato-Rosenblum theorem, we describe the absolutely continuous spectrum of a class of weighted integral Hankel operators in $L^2(\mathbb R_+)$. These self-adjoint operators generalise the explicitly diagonalisable operator with the…

In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…

For $ t \in [0,1]$ let $\underline{H}_{2\lfloor nt \rfloor} = ( m_{i+j})_{i,j=0}^{\lfloor nt \rfloor} $ denote the Hankel matrix of order $2\lfloor nt \rfloor$ of a random vector $(m_1,\ldots ,m_{2n})$ on the moment space…

This paper presents a framework for computing random operator-valued feature maps for operator-valued positive definite kernels. This is a generalization of the random Fourier features for scalar-valued kernels to the operator-valued case.…

For a sequence $\{\alpha_n\}_{n=0}^\infty$, we consider the Hankel operator $\Gamma_\alpha$, realised as the infinite matrix in $\ell^2$ with the entries $\alpha_{n+m}$. We consider the subclass of such Hankel operators defined by the…

We consider the problem of learning a set from random samples. We show how relevant geometric and topological properties of a set can be studied analytically using concepts from the theory of reproducing kernel Hilbert spaces. A new kind of…

We study mapping properties of operators with kernels defined via a combination of continuous and discrete orthogonal polynomials, which provide an abstract formulation of quantum (q-) Fourier type systems. We prove Ismail conjecture…

We consider a family {P} of determinantal point processes arising in representation theory and random matrix theory. The processes live on the one-dimensional lattice and their correlation kernels correspond to projection operators in the…

We show that total multiplicities of negative and positive spectra of a self-adjoint Hankel operator $H$ with kernel $h(t)$ and of an operator of multiplication by some real function $s(x)$ coincide. In particular, $\pm H\geq 0$ if and only…

We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…

We consider diffusive systems, regarded as input/output systems with a kernel given as the Fourier--Borel transform of a measure in the left half-plane. Associated with these are a family of weighted Hankel integral operators, and we…