Related papers: On the relation between Darboux transformations an…
The Stieltjes (or sometimes called the Cauchy) transform is a fundamental object associated with probability measures, corresponding to the generating function of the moments. In certain applications such as free probability it is essential…
By using Schur transformed sequences and Dyukarev-Stieltjes parameters we obtain a new representation of the resolvent matrix corresponding to the truncated matricial Stieltjes moment problem. Explicit relations between orthogonal matrix…
Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…
Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…
We consider analytic continuations of Fourier transforms and Stieltjes transforms. This enables us to define what we call complex moments for some class of probability measures which do not have moments in the usual sense. There are two…
We identify measures arising in the representations of products of generalized Stieltjes transforms as generalized Stieltjes transforms, provide optimal estimates for the size of those measures, and address a similar issue for generalized…
We consider the random continued fraction S(t) := 1/(s_1 + t/(s_2 + t/(s_3 + >...))) where the s_n are independent random variables with the same gamma distribution. For every realisation of the sequence, S(t) defines a Stieltjes function.…
The relation between the Darboux transformation and the solutions of the full Kostant Toda lattice is analyzed. The discrete Korteweg de Vries equation is used to obtain such solutions and the main result of [1] is extended to the case of…
Stieltjes integral theorem is more commonly known by the phrase 'integration by parts' and enables rearrangement of an otherwise intractable integral to a more amenable form; often permitting completion of an integral in closed form.…
A class of scalar Stieltjes like functions is realized as linear-fractional transformations of transfer functions of conservative systems based on a Schr\"odinger operator T_h in $L_2[a,+\infty)$ with a non-selfadjoint boundary condition.…
We investigate the fluctuations around the mean of the Stieltjes transform of the empirical spectral distribution of any selfadjoint noncommutative polynomial in a Wigner matrix and a deterministic diagonal matrix. We obtain the convergence…
Let J be a monic Jacobi matrix associated with the Cauchy transform F of a probability measure. We construct a pair of the lower and upper triangular block matrices L and U such that J=LU and the matrix J_c=UL is a monic generalized Jacobi…
Darboux transformations for polynomial perturbations of a real multivariate measure are found. The 1D Christoffel formula is extended to the multidimensional realm: multivariate orthogonal polynomials are expressed in terms of last…
We introduce a multivariate Markov transform which generalizes the well-known one-dimensional Stieltjes transform from the Moment problem and Spectral theory. Our main result states that two measures {\mu} and {\nu} with bounded support…
A class of Stieltjes functions of finite type is introduced. These satisfy Widder's conditions on the successive derivatives up to some finite order, and are not necessarily smooth. We show that such functions have a unique integral…
For a class of Schrodinger Hamiltonians the supersymmetry transformations can degenerate to simple coordinate displacements. We examine this phenomenon and show that it distinguishes the Weierstrass potentials including the one-soliton…
We develop a theory of Darboux transformations for CMV matrices, canonical representations of the unitary operators. In perfect analogy with their self-adjoint version -- the Darboux transformations of Jacobi matrices -- they are equivalent…
We define a transformation on harmonic maps from a Riemann surface into the 2-sphere which depends on a complex parameter, the so-called mu-Darboux transformation. In the case when the harmonic map N is the Gauss map of a constant mean…
Darboux transformation plays a key role in constructing explicit closed-form solutions of completely integrable systems. This paper provides an algebraic construction of generalized Darboux matrices with the same poles for the $2\times2$…
We are studying here a family of probability density functions indexed by a real parameter, and constructed from homographic relations between associated Stieltjes transforms. From the analysis of orthogonal polynomials we deduce a family…