Related papers: Beta Jacobi processes

We define Laguerre and Jacobi analogues of the Warren process. That is, we construct local dynamics on a triangular array of particles so that the projections to each level recover the Laguerre and Jacobi eigenvalue processes of…

For a two-parameter family of Jacobi matrices exhibiting first-order spectral phase transitions, we prove discreteness of the spectrum in the positive real axis when the parameters are in one of the transition boundaries. To this end we…

We present an improved form of the algorithm for constructing Jacobi rotations. This is simultaneously a more accurate code for finding the eigenvalues and eigenvectors of a real symmetric 2x2 matrix.

The class of three-diagonal Jacobi matrix with exponentially increasing elements is considered. Under some assumptions the matrix corresponds to unbounded self-adjoint operator in the weighted space. The weight depends on elements of the…

Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…

This is an expository note on useful expressions for the density function of a product of independent random variables where each variable has a Beta distribution.

In this paper, we compute the expectation of traces of powers of the hermitian matrix Jacobi process for a large enough but fixed size. To proceed, we first derive the semi-group density of its eigenvalues process as a bilinear series of…

The Jacobi system on a full-line lattice is considered when it contains additional weight factors. A factorization formula is derived expressing the scattering from such a generalized Jacobi system in terms of the scattering from its…

In this paper we prove the global convergence of the complex Jacobi method for Hermitian matrices for a large class of generalized serial pivot strategies. For a given Hermitian matrix $A$ of order $n$ we find a constant $\gamma<1$…

We generalize the Hamilton-Jacobi formulation for higher order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraint structure present in such systems.

Analytical treatments of far-from-equilibrium quantum dynamics are few, even in well-thermalizing systems. The celebrated eigenstate thermalization hypothesis (ETH) provides a post hoc ansatz for the matrix elements of observables in the…

We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…

We define generalized bivariate polynomials, from which upon specification of initial conditions the bivariate Fibonacci and Lucas polynomials are obtained. Using essentially a matrix approach we derive identities and inequalities that in…

We discuss Beta operators with Jacobi weights on $C[0,1]$ for $\alpha,\beta\geq-1$, thus including the discussion of three limiting cases. Emphasis is on the moments and their asymptotic behavior. Extended Voronovskaya-type results and a…

We develop direct and inverse scattering theory for Jacobi operators with steplike coefficients which are asymptotically close to different finite-gap quasi-periodic coefficients on different sides. We give a complete characterization of…

We provide a full classification scheme for exceptional Jacobi operators and polynomials. The classification contains six degeneracy classes according to whether $\alpha,\beta$ or $\alpha\pm\beta$ assume integer values. Exceptional Jacobi…

We present some new results in theory of classical theta-functions of Jacobi and sigma-functions of Weierstrass: ordinary differential equations (dynamical systems) and series expansions. The paper is basically organized as a stream of new…

Some inverse problems for semi-infinite periodic generalized Jacobi matrices are considered. In particular, a generalization of the Abel criterion is presented. The approach is based on the fact that the solvability of the Pell-Abel…

We introduce a new multivariate orthogonal polynomial which is a 2-parameter deformation of the spherical polynomial by harmonic analysis on symmetric cone. This is also regarded as a multivariate analogue of the circular Jacobi polynomial.…

The beta normal distribution is a generalization of both the normal distribution and the normal order statistics. Some of its mathematical properties and a few applications have been studied in the literature. We provide a better foundation…