Related papers: Multiple orthogonal polynomials in random matrix t…
Matrix valued orthogonal polynomials (MVOP) appear in the study of doubly periodic tiling models. Of particular interest is their limiting behavior as the degree tends to infinity. In recent years, MVOP associated with doubly periodic…
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation of orthogonal polynomials on the real line. Combining this…
Multiple orthogonality is considered in the realm of a Gauss--Borel factorization problem for a semi-infinite moment matrix. Perfect combinations of weights and a finite Borel measure are constructed in terms of M-Nikishin systems. These…
Exact eigenvalue correlation functions are computed for large $N$ hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support…
We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…
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…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
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…
The theory of bi-orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to…
In this paper, we study parameter deformations of matrix valued orthogonal polynomials (MVOPs). These deformations are built on the use of certain matrix valued operators which are symmetric with respect to the matrix valued inner product…
In this paper we study sequences of vector orthogonal polynomials. The vector orthogonality presented here provides a reinterpretation of what is known in the literature as matrix orthogonality. These systems of orthogonal polynomials…
It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel…
Multiple Meixner polynomials are polynomials in one variable which satisfy orthogonality relations with respect to $r>1$ different negative binomial distributions (Pascal distributions). There are two kinds of multiple Meixner polynomials,…
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…
We compute the pointwise asymptotics of orthogonal polynomials with respect to a general class of pure point measures supported on finite sets as both the number of nodes of the measure and also the degree of the orthogonal polynomials…
In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…
In this work, some theorems are established for orthogonal trigonometric polynomials (OTP) including Favard, Baxter, Geronimus, Rakhmanov, Szeg\"o and the strong Szeg\"o theorems which are important in the theory of orthogonal polynomials…
Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…