Related papers: Limit theorems for orthogonal polynomials related …
Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…
We consider polynomials $p_n^{\omega}(x)$ that are orthogonal with respect to the oscillatory weight $w(x)=e^{i\omega x}$ on $[-1,1]$, where $\omega>0$ is a real parameter. A first analysis of $p_n^{\omega}(x)$ for large values of $\omega$…
Orthogonal polynomials on the unit circle are completely determined by their reflection coefficients through the Szeg\H{o} recurrences. We assume that the reflection coefficients converge to some complex number a with 0 < |a| < 1. The…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
Answering a question of Geoff Robinson, we compute the large n limiting proportion of i(n,q)/q^[n^2/2], where i(n,q) denotes the number of involutions in GL(n,q). We give similar results for the finite unitary, symplectic, and orthogonal…
In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…
For orthogonal polynomials defined by compact Jacobi matrix with exponential decay of the coefficients, precise properties of orthogonality measure is determined. This allows showing uniform boundedness of partial sums of orthogonal…
In this paper we describe the well studied process of renormalization of quadratic polynomials from the point of view of their natural extensions. In particular, we describe the topology of the inverse limit of infinitely renormalizable…
We prove a family of identities, expressing generating functions of powers of characteristic polynomials of permutations, as finite or infinite products. These generalize formulae first obtained in a study of the geometry/topology of…
In recent years, chain sequences and their perturbations have played a significant role in characterising the orthogonal polynomials both on the real line as well as on the unit circle. In this note, a particular disturbance of the chain…
In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of the characteristic polynomial of a random unitary matrix.…
We deduce the asymptotic behaviour of a broad class of multiple q-orthogonal polynomials as their degree tends to infinity.
We prove that the fluctuations of mesocopic linear statistics for orthogonal polynomial ensembles are universal in the sense that two measures with asymptotic recurrence coefficients have the same asymptotic mesoscopic fluctuations (under…
We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…
In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show…
Let $D$ be a domain obtained by removing, out of the unit disk $\{z:|z|<1\}$, finitely many mutually disjoint closed disks, and for each integer $n\geq 0$, let $P_n(z)=z^n+\cdots$ be the monic $n$th-degree polynomial satisfying the planar…
In this paper, we extend some classical results of the Szego theory of orthogonal polynomials on the unit circle to the infinite-dimensional case, and we establish the corresponding Szego limit theorem.
This paper focuses on the asymptotic behaviors of the length of the largest 1-cluster in a finite iid Bernoulli sequence. We first reveal a critical phenomenon on the length and then study its limit distribution.
In this paper, we investigate the extremal values of (the logarithm of) the characteristic polynomial of a random unitary matrix whose spectrum is distributed according the Circular Beta Ensemble (C$\beta$E). More precisely, if $X_n$ is…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…