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In this paper, we study the asymptotics of the Hahn polynomials Q_n(x; {\alpha}, {\beta}, N) as the degree n grows to infinity, when the parameters {\alpha} and {\beta} are fixed and the ratio of n/N = c is a constant in the interval (0,…

Classical Analysis and ODEs · Mathematics 2012-10-09 Y. Lin , R. Wong

We consider the asymptotic behavior of the second mixed moment of the characteristic polynomials of the 1D Gaussian band matrices, i.e. of the hermitian matrices $H_n$ with independent Gaussian entries such that $<…

Mathematical Physics · Physics 2013-09-10 Tatyana Shcherbina

In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of…

Mathematical Physics · Physics 2018-06-18 Renjie Feng , Gang Tian , Dongyi Wei

We study the asymptotic behavior of the Ablowitz-Segur solutions for the second Painlev\'e equation using the Riemann-Hilbert approach and methods based on asymptotic expansions of classical special functions. Recent results show that the…

Classical Analysis and ODEs · Mathematics 2020-11-30 Kamil Dunst , Piotr Kokocki

In this paper, we study the asymptotic properties (bias, variance, mean squared error) of Bernstein estimators for cumulative distribution functions and density functions near and on the boundary of the $d$-dimensional simplex. Our results…

Statistics Theory · Mathematics 2023-02-09 Frédéric Ouimet

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…

Mathematical Physics · Physics 2007-11-19 Tom Claeys

We consider mainly the Hilbert space of bianalytic functions on a given domain in the plane, square integrable with respect to a weight. We show how to obtain the asymptotic expansion of the corresponding bianalytic Bergman kernel for power…

Complex Variables · Mathematics 2015-09-23 Haakan Hedenmalm , Antti Haimi

We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal…

Mathematical Physics · Physics 2009-11-07 Eugene Strahov , Yan V. Fyodorov

We consider the random Hermitian matrix model of dimension $2n$, with external source, defined by the probability density function \begin{equation*} \frac{1}{Z_{2n}} \lvert \det(M) \rvert^{\alpha} e^{-2n\mathrm{Tr} (V(M) - AM)}, \quad V(x)…

Mathematical Physics · Physics 2025-12-24 Dong Wang , Shuai-Xia Xu

Let $(M,g)$ be a two-dimensional compact boundaryless Riemannian manifold with nonpostive curvature, then we shall give improved estimates for the $L^2$-norms of the restrictions of eigenfunctions to unit-length geodesics, compared to the…

Analysis of PDEs · Mathematics 2011-09-12 Christopher D. Sogge , Steve Zelditch

We start by presenting a generalization of a discrete wave equation that is particularly satisfied by the entries of the matrix coefficients of the refinement equation corresponding to the multiresolution analysis of Alpert. The entries are…

Mathematical Physics · Physics 2021-02-01 Maxim Derevyagin , Jeffrey S. Geronimo

We consider the Neumann-Poincar'e (double layer potential) operator in 3D elasicity on a smooth closed surface. Its essential spectrum consists of 3 points. We find the asymptotics of sequences of eigenvalues converging to these three…

Analysis of PDEs · Mathematics 2022-12-06 Grigori Rozenblum

We find uniform asymptotic formulas for all the eigenvalues of certain 7-diagonal symmetric Toeplitz matrices of large dimension. The entries of the matrices are real and we consider the case where the real-valued generating function such…

Spectral Theory · Mathematics 2021-11-16 V. Stukopin , S. Grudsky , I. Voronin , M. Barrera

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…

Mathematical Physics · Physics 2020-08-19 Tom Claeys , Gabriel Glesner , Alexander Minakov , Meng Yang

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

In this short note, we prove an asymptotic expansion for the ratio of the Dirichlet density to the multivariate normal density with the same mean and covariance matrix. The expansion is then used to derive an upper bound on the total…

Statistics Theory · Mathematics 2022-05-25 Frédéric Ouimet

The aim of this work is to characterize the asymptotic behaviour of the first eigenfunction of the generalised p-Laplace operator with mixed (Dirichlet and Neumann) boundary conditions in cylindrical domains when the length of the…

Analysis of PDEs · Mathematics 2023-07-20 Rama Rawat , Haripada Roy , Prosenjit Roy

We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…

Statistical Mechanics · Physics 2009-11-13 Hans-Jürgen Sommers , Waldemar Wieczorek

We establish uniformization results for metric spaces that are homeomorphic to the euclidean plane or sphere and have locally finite Hausdorff 2-measure. Applying the geometric definition of quasiconformality, we give a necessary and…

Complex Variables · Mathematics 2016-08-29 Kai Rajala

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

Statistical Mechanics · Physics 2009-10-28 Gary Oas