Related papers: A universality theorem for ratios of random charac…
In the context of orthogonal polynomials in the plane we introduce the notion of a polynomially small (PS) perturbation of a measure. In such a case we establish relative asymptotic results for the two sequences of the associated…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
Nourdin et al. [9] established the following universality result: if a sequence of off-diagonal homogeneous polynomial forms in i.i.d. standard normal random variables converges in distribution to a normal, then the convergence also holds…
We utilize Cauchy's argument principle in combination with the Jacobian of a holomorphic function in several complex variables and the first moment of a ratio of two correlated complex normal random variables to prove explicit formulas for…
Zeros of many ensembles of polynomials with random coefficients are asymptotically equidistributed near the unit circumference. We give quantitative estimates for such equidistribution in terms of the expected discrepancy and expected…
In this work is presented a study on matrix biorthogonal polynomials sequences that satisfy a nonsymmetric recurrence relation with unbounded coefficients. The ratio asymptotic for this family of matrix biorthogonal polynomials is derived…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for…
We give a streamlined proof of a quantitative version of a result from [DG1] which is crucial for the proof of universality in the bulk [DG1] and also at the edge [DG2] for orthogonal and symplectic ensembles of random matrices. As a…
It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…
We determine the asymptotics for the variance of the number of zeros of random linear combinations of orthogonal polynomials of degree $\leq n$ in subintervals $\left [ a,b\right ] $ of the support of the underlying orthogonality measure…
We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of…
Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
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…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
This is the full version of "Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles: Announcement of Results" appearing on this server and also…
We consider a uniform distribution on the set $\mathcal{M}_k$ of moments of order $k \in \mathbb{N}$ corresponding to probability measures on the interval $[0,1]$. To each (random) vector of moments in $\mathcal{M}_{2n-1}$ we consider the…
The scaling form of the free--energy near a critical point allows for the definition of various universal ratios of thermodynamical amplitudes. Together with the critical exponents they characterize the universality classes and may be…
A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…