Related papers: Biorthogonal ensembles with two-particle interacti…
We consider determinantal Coulomb gas ensembles with a class of discrete rotational symmetric potentials whose droplets consist of several disconnected components. Under the insertion of a point charge at the origin, we derive the…
We develop a coordinate-free probabilistic framework for determinantal point processes associated with Bergman kernels on compact complex manifolds. The basic issue is that Bergman kernels are naturally line-bundle-valued:…
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…
In this paper we introduce and discuss some classes of orthogonal polynomials in several non-commuting variables. The emphasis is on a non-commutative version of the orthogonal polynomials on the real line. We introduce recurrence equations…
We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…
We apply the nonlinear steepest descent method to a class of 3x3 Riemann-Hilbert problems introduced in connection with the Cauchy two-matrix random model. The general case of two equilibrium measures supported on an arbitrary number of…
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The…
The issue of retarded long-range resonant interactions between two molecules with oscillating dipole moments is reinvestigated within the framework of classical electrodynamics. By taking advantage of a theorem in complex analysis, we…
We present a generalization of multiple orthogonal polynomials of type I and type II, which we call multiple orthogonal polynomials of mixed type. Some basic properties are formulated, and a Riemann-Hilbert problem for the multiple…
Under explicit diophantine conditions on $(\alpha,\beta)\in\RR^2$, we prove that the local two-point correlations of the sequence given by the values $(m-\alpha)^2+\break (n-\beta)^2$, with $(m,n)\in\ZZ^2$, are those of a Poisson process.…
In this paper, the dispersive revival and fractalization phenomena for bidirectional dispersive equations on a bounded interval subject to periodic boundary conditions and discontinuous initial profiles are investigated. Firstly, we study…
Computing asymptotics of the recurrence coefficients of X1-Jacobi polynomials we investigate the limit of Christoffel function. We also study the relation between the normalized counting measure based on the zeros of the modified average…
We explicitly calculate Janossy densities for a special class of finite determinantal point processes with several types of particles introduced by Pr\"ahofer and Spohn and, in the full generality, by Johansson in connection with the…
The paper examines rational Darboux transformations (RDTs) of the Jacobi equation written in the canonical form, with emphasis on the Sturm-Liouville problems (SLPs) solved under the Dirichlet boundary conditions (DBCs) at the ends of the…
Consider $\{p_n\}_{n=0}^{\infty}$, a sequence of polynomials orthogonal with respect to $w(x)>0$ on $(a,b)$, and polynomials $\{g_{n,k}\}_{n=0}^{\infty},k \in \mathbb{N}_0$, orthogonal with respect to $c_k(x)w(x)>0$ on $(a,b)$, where…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…
We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…
An adaptive procedure for constructing polynomials which are biorthogonal to the basis of monomials in the same finite-dimensional inner product space is proposed. By taking advantage of available orthogonal polynomials, the proposed…
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
We study polynomials that are orthogonal with respect to the modified Laguerre weight $z^{-n + \nu} e^{-Nz} (z-1)^{2b}$ in the limit where $n, N \to \infty$ with $N/n \to 1$ and $\nu$ is a fixed number in $\mathbb{R} \setminus…