Related papers: Multiple orthogonal polynomial ensembles
We present higher order polynomial algebras which are the dynamical symmetry algebras of a wide class of multi-mode boson systems in non-linear optics. We construct their unitary representations and the corresponding single-variable…
In this paper, we study a class of orthogonal polynomials defined by a three-term recurrence relation with periodic coefficients. We derive explicit formulas for the generating function, the associated continued fraction, the orthogonality…
We consider determinants of Wronskian type whose entries are multiple orthogonal polynomials associated with a path connecting two multi-indices. By assuming that the weight functions form an algebraic Chebyshev (AT) system, we show that…
We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…
In this paper we present a Maple library (MOPs) for computing Jack, Hermite, Laguerre, and Jacobi multivariate polynomials, as well as eigenvalue statistics for the Hermite, Laguerre, and Jacobi ensembles of Random Matrix theory. We also…
We study the orthogonal polynomials associated with the equilibrium measure, in logarithmic potential theory, living on the attractor of an Iterated Function System. We construct sequences of discrete measures, that converge weakly to the…
A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…
Orthogonal polynomial approximations form the foundation to a set of well-established methods for uncertainty quantification known as polynomial chaos. These approximations deliver models for emulating physical systems in a variety of…
A hypergeometric type equation satisfying certain conditions defines either a finite or an infinite system of orthogonal polynomials. We present in a unified and explicit way all these systems of orthogonal polynomials, the associated…
We study a family of bivariate orthogonal polynomials associated to the deltoid curve. These polynomials arise when classifying bivariate diffusion operators that have discrete spectral decomposition given by orthogonal polynomials with…
We study two families of orthogonal polynomials. The first is a finite family related to the Askey-Wilson polynomials but the orthogonality is on the real line. A limiting case of this family is an infinite system of orthogonal polynomials…
Orthogonal polynomials appear naturally in the study of compositions of M\"obius transformations. In this paper, we consider several classes of orthogonal polynomials associated to non-autonomous perturbations of a parabolic M\"obius map.…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
In this paper we continue the investigations initiated in \cite{LopLopstar} on ratio asymptotics of multiple orthogonal polynomials and functions of the second kind associated with Nikishin systems on star-like sets. We describe in detail…
Multivariate orthogonal polynomials can be introduced by using a moment functional defined on the linear space of polynomials in several variables with real coefficients. We study the so-called Uvarov and Christoffel modifications obtained…
For a measure on a subset of the complex plane we consider $L^p$-optimal weighted polynomials, namely, monic polynomials of degree $n$ with a varying weight of the form $w^n = {\rm e}^{-n V}$ which minimize the $L^p$-norms, $1 \leq p \leq…
For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is…
Let $X$ and $Y$ be Banach spaces, let $\mathcal{A}(X)$ stands for the algebra of approximable operators on $X$, and let $P\colon\mathcal{A}(X)\to Y$ be an orthogonally additive, continuous $n$-homogeneous polynomial. If $X^*$ has the…
We apply the method of skew-orthogonal polynomials (SOP) in the complex plane to asymmetric random matrices with real elements, belonging to two different classes. Explicit integral representations valid for arbitrary weight functions are…