Related papers: Cauchy Biorthogonal Polynomials
We construct a family of measures on $\bbR$ that are purely singular with respect to Lebesgue measure, and yet exhibit universal sine-kernel asymptotics in the bulk. The measures are best described via their Jacobi recursion coefficients:…
We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…
We develop an efficient and convergent numerical method for solving the inverse problem of determining the potential of nonlinear hyperbolic equations from lateral Cauchy data. In our numerical method we construct a sequence of linear…
We consider positive Jacobi matrices $J$ with compact inverses and consequently with purely discrete spectra. A number of properties of the corresponding sequence of orthogonal polynomials is studied including the convergence of their…
A system of biorthogonal polynomials with respect to a complex valued measure supported on the unit circle is considered and all the terms with bounds are explicitly given for the remainder of an asymptotic formula given by R. Askey for…
Over the last decade it has become clear that discrete Painlev\'e equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlev\'e…
Generalizations of the Hermite polynomials to many variables and/or to the complex domain have been located in mathematical and physical literature for some decades. Polynomials traditionally called complex Hermite ones are mostly…
We develop a comprehensive theory of reflectionless canonical systems with an arbitrary Dirichlet-regular Widom spectrum with the Direct Cauchy Theorem property. This generalizes, to an infinite gap setting, the constructions of finite gap…
The Hermiticity condition in quantum mechanics required for the characterisation of (a) physical observables and (b) generators of unitary motions can be relaxed into a wider class of operators whose eigenvalues are real and whose…
A general family of matrix valued Hermite type orthogonal polynomials is introduced and studied in detail by deriving Pearson equations for the weight and matrix valued differential equations for these matrix polynomials. This is used to…
The two-matrix model is defined on pairs of Hermitian matrices $(M_1,M_2)$ of size $n\times n$ by the probability measure $$\frac{1}{Z_n} \exp\left(\textrm{Tr} (-V(M_1)-W(M_2)+\tau M_1M_2)\right)\ dM_1\ dM_2, $$ where $V$ and $W$ are given…
Determinantal point processes are characterized by a special structural property of the correlation functions: they are given by minors of a correlation kernel. However, unlike the correlation functions themselves, this kernel is not…
We study the asymptotic behaviour of positive solutions of the Cauchy problem for the fast diffusion equation near the extinction time. We find a continuum of rates of convergence to a self-similar profile. These rates depend explicitly on…
During the last few years progress has been made on several fronts making it possible to revisit Cauchy-perturbative matching (CPM) in numerical relativity in a more robust and accurate way. This paper is the first in a series where we plan…
For an arbitrary tuple of $m+1$ germs of analytic functions at a fixed point, we introduce the so-called polynomial Hermite-Pad\'e $m$-system (of order $n$, $n\in\mathbb N$), which consists of $m$ tuples of polynomials; these tuples, which…
Let $d\nu$ be a measure in $\mathbb{R}^d$ obtained from adding a set of mass points to another measure $d\mu$. Orthogonal polynomials in several variables associated with $d\nu$ can be explicitly expressed in terms of orthogonal polynomials…
We develop an underlying relationship between the theory of rational approximations and that of isomonodromic deformations. We show that a certain duality in Hermite's two approximation problems for functions leads to the Schlesinger…
The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…
Motivated by the connection between the eigenvalues of the complex Ginibre matrix model and the magnetic Laplacian in the complex plane, we derive analogues of the complex Hermite polynomials for the elliptic Ginibre model. To this end, we…
We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…