Related papers: A universality theorem for ratios of random charac…
We generalize some previous results on random polynomials in several complex variables. A standard setting is to consider random polynomials $H_n(z):=\sum_{j=1}^{m_n} a_jp_j(z)$ that are linear combinations of basis polynomials $\{p_j\}$…
We investigate the uniform asymptotic of some Sobolev orthogonal polynomials. Three term recurrence relation is given, moreover we give a recurrence relation between the so-called Sobolev orthogonal polynomials and Freud orthogonal…
In this paper, we analyze the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature of distributions with given margins. Our main results are…
It has been shown by Strahov and Fyodorov that averages of products and ratios of characteristic polynomials corresponding to Hermitian matrices of a unitary ensemble, involve kernels related to orthogonal polynomials and their Cauchy…
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…
This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…
We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian Unitary Ensemble of n\times n matrices. Our results can also be interpreted as asymptotics of the determinant of a…
In a classical case, orthogonal polynomial sequences are in such a way that the $ n $th polynomial has the exact degree $n$. Such sequences are complete and form a basis of the space for any arbitrary polynomial. In this paper, we introduce…
In this lecture notes we try to familiarize the audience with the theory of Bernoulli polynomials; we study their properties, and we give, with proofs and references, some of the most relevant results related to them. Several applications…
We consider quantum systems with a chaotic classical limit that depend on an external parameter, and study correlations between the spectra at different parameter values. In particular, we consider the parametric spectral form factor…
Addressing a problem posed by W. Li and A. Wei (2009), we investigate the average number of (complex) zeros of a random harmonic polynomial $p(z) + \overline{q(z)}$ sampled from the Kac ensemble, i.e., where the coefficients are independent…
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…
In this note, we study asymptotic zero distribution of multivariable full system of random polynomials with independent Bernoulli coefficients. We prove that with overwhelming probability their simultaneous zeros sets are discrete and the…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
In this paper, we study the set of positive integers that characterize the universality of $m$-gonal form.
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…
We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
The complex or non-hermitian orthogonal polynomials with analytic weights are ubiquitous in several areas such as approximation theory, random matrix models, theoretical physics and in numerical analysis, to mention a few. Due to the…
We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on…