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This preprint is the introduction of my habilitation thesis for Paris7 university. It is a sumary of a collection of works on the 2 matrix model. In an introduction, 3 different and unequivalent definitions of matrix models are given…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

Bleher and Kuijlaars recently showed that the eigenvalue correlations from matrix ensembles with external source can be expressed by means of a kernel built out of special multiple orthogonal polynomials. We derive a Christoffel-Darboux…

Classical Analysis and ODEs · Mathematics 2010-07-29 E. Daems , A. B. J. Kuijlaars

The subject of this paper is a connection between d-orthogonal polynomials and the Toda lattice hierarchy. In more details we consider some polynomial systems similar to Hermite polynomials, but satisfying $d+2$-term recurrence relation, $d…

Mathematical Physics · Physics 2019-04-18 Emil Horozov

A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…

Classical Analysis and ODEs · Mathematics 2008-11-26 Satoru Odake , Ryu Sasaki

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…

Classical Analysis and ODEs · Mathematics 2025-02-27 Amílcar Branquinho , Ana Foulquié-Moreno , Assil Fradi , Manuel Mañas

Based on the theory of Dunkl operators, this paper presents a general concept of multivariable Hermite polynomials and Hermite functions which are associated with finite reflection groups on $\b R^N$. The definition and properties of these…

q-alg · Mathematics 2016-09-08 Margit Rösler

Diaconis and Griffiths (2014) study the multivariate Krawtchouk polynomials orthogonal on the multinomial distribution. In this paper we derive the reproducing kernel orthogonal polynomials Q_n(x,y};N,p) on the multinomial distribution…

Probability · Mathematics 2019-02-06 Persi Diaconis , Robert Griffiths

In recent years, there has been significant progress in the theory of orthogonal polynomials on algebraic curves, particularly on genus 1 surfaces. In this paper, we focus on elliptic orthogonal polynomials and establish several of their…

Mathematical Physics · Physics 2025-06-12 Harini Desiraju , Sampad Lahiry

Ercolani and McLaughlin have recently shown that the zeros of the bi-orthogonal polynomials with the weight $w(x,y)=\exp[-(V_1(x)+V_2(y)+2cxy)/2]$, relevant to a model of two coupled hermitian matrices, are real and simple. We show that…

Mathematical Physics · Physics 2016-09-07 M. L. Mehta

Recently the authors presented a matrix representation approach to real Appell polynomials essentially determined by a nilpotent matrix with natural number entries. It allows to consider a set of real Appell polynomials as solution of a…

Classical Analysis and ODEs · Mathematics 2024-03-19 Lidia Aceto , Helmuth Robert Malonek , Graça Tomaz

We prove the edge and bulk universality of random Hermitian matrices with equi-spaced external source. One feature of our method is that we use neither a Christoffel-Darboux type formula, nor a double-contour formula, which are standard…

Probability · Mathematics 2022-06-02 Tom Claeys , Dong Wang

The authors have presented in \cite{IN2} a technique to generate transformations $\cal T$ of the set ${\Bbb P}_n$ of $n$th degree polynomials to itself such that if $p\in{\Bbb P}_n$ has all its zeros in $(c,d)$ then ${\cal T}\{p\}$ has all…

Classical Analysis and ODEs · Mathematics 2016-09-06 Arieh Iserles , Syvert Paul Nørsett

We study multiple orthogonal polynomials exploiting their explicit determinantal representation in terms of moments. Our reasoning follows that applied to solve the Hermite-Pad\'{e} approximation and interpolation problems. We study also…

Exactly Solvable and Integrable Systems · Physics 2026-03-17 Adam Doliwa

The Christoffel-Darboux kernels for orthogonal polynomials in several real variables are investigated within the context of the three term recurrence relation reformulated for this purpose. Examples of orthogonal polynomials on the unit…

Classical Analysis and ODEs · Mathematics 2022-09-19 Dariusz Cichoń , Franciszek H. Szafraniec

In this paper, a sequence of linear combination of $R_{I}$ type polynomials such that the terms in this sequence have a common zero is constructed. A biorthogonality relation arising from such a sequence is discussed. Besides a sequence of…

Classical Analysis and ODEs · Mathematics 2021-04-13 Kiran Kumar Behera , A. Swaminathan

We characterise asymptotic behaviour of families of symmetric orthonormal polynomials whose recursion coefficients satisfy certain conditions, satisfied for example by the (normalised) Hermite polynomials. More generally, these conditions…

Classical Analysis and ODEs · Mathematics 2016-08-31 Aleksandar Ignjatovic

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Mathematical Physics · Physics 2013-06-25 Tom Claeys , Dong Wang

We study worst-case optimal approximation of positive linear functionals in reproducing kernel Hilbert spaces induced by increasingly flat Gaussian kernels. This provides a new perspective and some generalisations to the problem of…

Numerical Analysis · Mathematics 2020-01-10 Toni Karvonen , Simo Särkkä

Interpolation and approximation of functionals with conditionally positive definite kernels is considered on sets of centers that are not determining for polynomials. It is shown that polynomial consistency is sufficient in order to define…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov

Here we will consider examples of conformally flat manifolds that are conformally equivalent to open subsets of the n-dimensional sphere. For such manifolds we shall introduce a Cauchy kernel and Cauchy integral formula for sections tasking…

Complex Variables · Mathematics 2007-05-23 John Ryan