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In this short lecture, we compute asymptotics of orthogonal polynomials, from a saddle point approximation. This is an example of a calculation which shows the link between integrability, algebraic geometry and random matrices.

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…

Probability · Mathematics 2009-09-29 Philippe Barbe

For a two-parameter family of Jacobi matrices exhibiting first-order spectral phase transitions, we prove discreteness of the spectrum in the positive real axis when the parameters are in one of the transition boundaries. To this end we…

Mathematical Physics · Physics 2008-03-25 Serguei Naboko , Irina Pchelintseva , Luis O. Silva

We establish the asymptotics of the joint moments of the characteristic polynomial of a random unitary matrix and its derivative for general real values of the exponents, proving a conjecture made by Hughes in 2001. Moreover, we give a…

Probability · Mathematics 2021-11-08 Theodoros Assiotis , Jonathan P. Keating , Jon Warren

We consider a family of character sums as multiplicative analogues of Kloosterman sums. Using Gauss sums, Jacobi sums and Deligne's bound for hyper-Kloosterman sums, we establish asymptotic formulae for any real (positive) moments of the…

Number Theory · Mathematics 2023-01-02 Ping Xi

We obtain quantitative estimates for the asymptotic density of subsets of the two-dimensional integer lattice which contain only trivial solutions to an additive equation involving binary forms. In the process we develop an analogue of…

Number Theory · Mathematics 2014-02-26 Sean Prendiville

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

Mathematical Physics · Physics 2026-04-10 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the…

Numerical Analysis · Mathematics 2018-01-16 Daan Huybrechs , Peter Opsomer

The normalization of Bethe eigenstates for the totally asymmetric simple exclusion process on a ring of $L$ sites is studied, in the large $L$ limit with finite density of particles, for all the eigenstates responsible for the relaxation to…

Statistical Mechanics · Physics 2015-07-31 Sylvain Prolhac

The large $n$ behaviour of the hypergeometric polynomial $$\FFF{-n}{\sfrac12}{\sfrac12}{\sfrac12-n}{\sfrac12-n}{-1}$$ is considered by using integral representations of this polynomial. This ${}_3F_2$ polynomial is associated with the…

Classical Analysis and ODEs · Mathematics 2016-09-07 Nico M. Temme

The classical orthogonal polynomials (Hermite, Laguerre and Jacobi) are involved in a vast number of applications in physics and engineering. When large degrees $n$ are needed, the use of recursion to compute the polynomials is not a good…

Classical Analysis and ODEs · Mathematics 2020-04-13 A. Gil , J. Segura , N. M. Temme

The asymptotic formula of the number of integral points in non-compact symmetric homogeneous spaces of semi-simple simply connected algebraic groups is given by the average of the product of the number of local solutions twisted by the…

Number Theory · Mathematics 2012-11-13 Dasheng Wei , Fei Xu

In this paper we study the asymptotics (as $n\to \infty$) of the sequences of Laguerre polynomials with varying complex parameters $\alpha$ depending on the degree $n$. More precisely, we assume that $\alpha_n = n A_n, $ and $ \lim_n A_n=A…

Classical Analysis and ODEs · Mathematics 2014-03-03 M. J. Atia , A. Martinez-Finkelshtein , P. Martinez-Gonzalez , F. Thabet

We develop a Laplace's method to compute the asymptotic expansions of sums of sharply peaked sequences. These series arise as discretizations (Riemann sums) of sharply-peaked integrals, whose asymptotic behavior can be computed by the…

Mathematical Physics · Physics 2015-02-24 Davide Masoero

We consider the spectrum of the totally asymmetric simple exclusion process on a periodic lattice of $L$ sites. The first eigenstates have an eigenvalue with real part scaling as $L^{-3/2}$ for large $L$ with finite density of particles.…

Statistical Mechanics · Physics 2014-09-02 Sylvain Prolhac

In a companion paper \cite{jon-fei}, we established asymptotic formulae for the joint moments of derivatives of the characteristic polynomials of CUE random matrices. The leading order coefficients of these asymptotic formulae are expressed…

Mathematical Physics · Physics 2023-07-31 Jonathan P. Keating , Fei Wei

The four major asymptotic level density laws of random matrix theory may all be showcased though their Jacobi parameter representation as having a bordered Toeplitz form. We compare and contrast these laws, completing and exploring their…

Probability · Mathematics 2015-02-18 Alexander Dubbs , Alan Edelman

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

For a random matrix of entries sampled independently from a fairly general distribution in Z we study the probability that the cokernel is isomorphic to a given finite abelian group, or when it is cyclic. This includes the probability that…

Probability · Mathematics 2018-06-05 Hoi H. Nguyen , Melanie Matchett Wood

The first two terms in the large $N$ asymptotic expansion of the $\beta$ moment of the characteristic polynomial for the Gaussian and Laguerre $\beta$-ensembles are calculated. This is used to compute the asymptotic expansion of the…

Mathematical Physics · Physics 2015-06-16 Peter J. Forrester