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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

We express the averages of products of characteristic polynomials for random matrix ensembles associated with compact symmetric spaces in terms of Jack polynomials or Heckman and Opdam's Jacobi polynomials depending on the root system of…

Probability · Mathematics 2009-11-11 Sho Matsumoto

We investigate multiple orthogonal polynomials associated with the system of measures obtained by applying a Christoffel transform to each of the orthogonality measures. We present an algorithm for computing the transformed recurrence…

Classical Analysis and ODEs · Mathematics 2025-11-20 Rostyslav Kozhan , Marcus Vaktnäs

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…

Mathematical Physics · Physics 2007-05-23 Ioana Dumitriu , Alan Edelman , Gene Shuman

Motivated by Stanley's generalization of the chromatic polynomial of a graph to the chromatic symmetric function, we introduce the characteristic polynomial of a representation of the symmetric group, or more generally, of a symmetric…

Algebraic Geometry · Mathematics 2025-11-05 Jinwon Choi , Young-Hoon Kiem , Donggun Lee

In this paper, we study the theory of orthogonal trigonometric polynomials (OTP). We obtain asymptotics of OTP with positive and analytic weight functions by Riemann-Hilbert approach and find they have relations with orthogonal polynomials…

Mathematical Physics · Physics 2008-05-20 Jinyuan Du , Zhihua Du

There are some distinguished ensembles of non-Hermitian random matrices for which the joint PDF can be written down explicitly, is unchanged by rotations, and furthermore which have the property that the eigenvalues form a Pfaffian point…

Mathematical Physics · Physics 2015-06-30 Peter J. Forrester

Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…

Classical Analysis and ODEs · Mathematics 2016-08-17 Gerardo Ariznabarreta , Manuel Mañas

Ordinary orthogonal polynomials are uniquely characterized by the three term recurrence relations up to an overall multiplicative constant. We show that the newly discovered M-indexed orthogonal polynomials satisfy 3+2M term recurrence…

Mathematical Physics · Physics 2015-06-15 Satoru Odake

An algebraic interpretation of matrix-valued orthogonal polynomials (MVOPs) is provided. The construction is based on representations of a ($q$-deformed) Lie algebra $\mathfrak{g}$ into the algebra $\operatorname{End}_{M_n(\mathbb{C})}(M)$…

Classical Analysis and ODEs · Mathematics 2026-04-29 Quentin Labriet , Lucia Morey , Luc Vinet

For orthogonal polynomials defined by compact Jacobi matrix with exponential decay of the coefficients, precise properties of orthogonality measure is determined. This allows showing uniform boundedness of partial sums of orthogonal…

Functional Analysis · Mathematics 2007-05-23 Josef Obermaier , Ryszard Szwarc

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

Probability · Mathematics 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

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…

Classical Analysis and ODEs · Mathematics 2016-09-13 Antonia M. Delgado , Lidia Fernández , Teresa E. Pérez , Miguel A. Piñar

The typical definition of the characteristic polynomial seems totally ad hoc to me. This note gives a canonical construction of the characteristic polynomial as the minimal polynomial of a "generic" matrix. This approach works not just for…

Rings and Algebras · Mathematics 2007-05-23 R. Skip Garibaldi

We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…

Combinatorics · Mathematics 2025-12-05 Quentin François

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

Probability · Mathematics 2018-09-17 Valentin Bahier

We derive bulk asymptotics of skew-orthogonal polynomials (sop) $\pi^{\bt}_{m}$, $\beta=1$, 4, defined w.r.t. the weight $\exp(-2NV(x))$, $V (x)=gx^4/4+tx^2/2$, $g>0$ and $t<0$. We assume that as $m,N \to\infty$ there exists an $\epsilon >…

Mathematical Physics · Physics 2015-05-13 Saugata Ghosh

In this paper, we will compute the characteristic polynomials for finite dimensional representations of classical complex Lie algebras and the exceptional Lie algebra of type G2, which can be obtained through the orbits of integral weights…

Representation Theory · Mathematics 2024-10-28 Chenyue Feng , Shoumin Liu , Xumin Wang

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

Mathematical Physics · Physics 2015-12-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Piotr Warchoł

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

Probability · Mathematics 2015-06-16 Peter J. Forrester