Related papers: Dimers and orthogonal polynomials: connections wit…
H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials (H. Widom. J. Stat. Phys. 94, (1999) 347-363). We obtain similar results for discrete…
We discuss asymptotic properties of a family of discrete probability measures which may be used to model particle configurations with a wall on a set of discrete nodes. The correlations are shown to be determinantal and are expressed in…
We survey recent results on determinantal processes, random growth, random tilings and their relation to random matrix theory.
This paper is based on the study of random lozenge tilings of non-convex polygonal regions with interacting non-convexities (cuts) and the corresponding asymptotic kernel as in [3] and [4] (discrete tacnode kernel). Here this kernel is used…
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…
We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…
This paper studies random lozenge tilings of general non-convex polygonal regions. We show that the pairwise interaction of the non-convexities leads asymptotically to new kernels and thus to new statistics for the tiling fluctuations. The…
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…
Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…
The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…
Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point…
We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal…
Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple…
This paper presents a class of random orthogonal sequences associated with the number theoretic Hilbert transform. We present a constructive procedure for finding the random sequences for different modulus values. These random sequences…
Some combinatorial properties of fixed boundary rhombus random tilings with octagonal symmetry are studied. A geometrical analysis of their configuration space is given as well as a description in terms of discrete dynamical systems, thus…
We consider a family of determinantal random point processes on the two-dimensional lattice and prove that members of our family can be interpreted as a kind of Gibbs ensembles of nonintersecting paths. Examples include probability measures…
We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a family of random polynomials. This sheds light on the appearance of random matrix statistics in the zeros of the Riemann zeta-function.
We study the outliers for two models which have an interesting connection. On the one hand, we study a specific class of planar Coulomb gases which are determinantal. It corresponds to the case where the confining potential is the…
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…
Given an m x n rectangular mesh, its adjacency matrix A, having only integer entries, may be interpreted as a map between vector spaces over an arbitrary field K. We describe the kernel of A: it is a direct sum of two natural subspaces…