Related papers: Limit theorems for orthogonal polynomials related …
We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…
Systems of orthogonal polynomials whose recurrence coefficients tend to infinity are considered. A summability condition is imposed on the coefficients and the consequences for the measure of orthogonality are discussed. Also discussed are…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…
Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…
We study two families of orthogonal polynomials. The first is a finite family related to the Askey-Wilson polynomials but the orthogonality is on the real line. A limiting case of this family is an infinite system of orthogonal polynomials…
We study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and…
We study solutions of three-term recurrence relations whose $N$-step transfer matrices belong to the uniform Stolz class. In particular, we derive the first order of their uniform asymptotics. For orthonormal polynomials we show more.…
We study mesoscopic fluctuations of orthogonal polynomial ensembles on the unit circle. We show that asymptotics of such fluctuations are stable under decaying perturbations of the recurrence coefficients, where the appropriate decay rate…
We obtain explicit upper and lower bounds on the norms of the spectral projections of the non-self-adjoint harmonic oscillator. Some of our results apply to a variety of other families of orthogonal polynomials.
We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…
We develop cycle index generating functions for orthogonal groups in even characteristic, and give some enumerative applications. A key step is the determination of the values of the complex linear-Weil characters of the finite symplectic…
We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…
We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…
Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…
Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…
We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…
We give a simple proof of a classical theorem by A.M\'at\'e, P.Nevai, and V.Totik on asymptotic behavior of orthogonal polynomials on the unit circle. It is based on a new real-variable approach involving an entropy estimate for the…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…
We give an explicit solution of a q-Riemann Hilbert problem which arises in the theory of orthogonal polynomials, prove that it is unique, and deduce several properties. Our new results include the asymptotic behaviour of zeroes in the…