Related papers: Biorthogonal ensembles with two-particle interacti…

A generalization of Mallat's classic theory of multiresolution analysis based on the theory of spectral pairs was considered by Gabardo and Nashed (J. Funct. Anal. 158, 209-241, 1998). In this article, we introduce the notion of…

We present a representation of skew-orthogonal polynomials of symplectic type ($\beta=4$) in terms of a matrix Riemann-Hilbert problem, for weights of the form ${\rm e}^{-V(z)}$ where $V$ is a polynomial of even degree and positive leading…

The Papangelou intensities of determinantal (or fermion) point processes are investigated. These exhibit a monotonicity property expressing the repulsive nature of the interaction, and satisfy a bound implying stochastic domination by a…

We show that the Lagrange interpolation polynomials are biorthogonal with respect to a set of rational functions whose poles coinicde with interpolation points

Thermodynamics in the vicinity of a critical endpoint with nonclassical exponents $\alpha$, $\beta$, $\gamma$, $\delta$, $...$ is analyzed in terms of density variables (mole fractions, magnetizations, etc.). The shapes of the isothermal…

The Muttalib-Borodin biorthogonal ensemble is a joint density function for $n$ particles on the positive real line that depends on a parameter $\theta$. There is an equilibrium problem that describes the large $n$ behavior. We show that for…

We consider asymptotics of planar orthogonal polynomials $P_{n,N}$ (where $\mathrm{deg}P_{n,N}=n$) with respect to the weight $$\frac{|z-w|^{2NQ_1}}{(1+|z|^2)^{N(1+Q_0+Q_1)+1}}, \quad(Q_0,Q_1 > 0)$$ in the whole complex plane. With $n,…

We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…

We investigate the average characteristic polynomial $\mathbb E\big[\prod_{i=1}^N(z-x_i)\big] $ where the $x_i$'s are real random variables which form a determinantal point process associated to a bounded projection operator. For a subclass…

We consider orthogonal polynomials $\{p_{n,N}(x)\}_{n=0}^{\infty}$ on the real line with respect to a weight $w(x)=e^{-NV(x)}$ and in particular the asymptotic behaviour of the coefficients $a_{n,N}$ and $b_{n,N}$ in the three term…

General recurrence relations for arbitrary non-diagonal, radial hydrogenic matrix elements are derived in Dirac relativistic quantum mechanics. Our approach is based on a generalization of the second hypervirial method previously employed…

In this paper, we study a class of orthogonal polynomials defined by a three-term recurrence relation with periodic coefficients. We derive explicit formulas for the generating function, the associated continued fraction, the orthogonality…

Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…

In this paper, we prove that biorthogonal ensembles on the real line with a specific derivative structure admit an explicit correlation kernel of double contour integral form. We will demonstrate that this expression is a valuable starting…

This paper provides a finite pair of biorthogonal matrix polynomials and their finite biorthogonality, several recurrence relations, matrix differential equation, generating function and integral representation.

We derive bulk asymptotics of skew-orthogonal polynomials (sop) $\pi^{\bt}_{m}$, $\beta=1$, 4, defined w.r.t. the weight $\exp(-2NV(x))$, $V (x)=gx^4/4+tx^2/2$, $g>0$ and $t<0$. We assume that as $m,N \to\infty$ there exists an $\epsilon >…

We prove an asymptotic formula for the recurrence coefficients of orthogonal polynomials with orthogonality measure $\log \bigl(\frac{2}{1-x}\bigr) {\rm d}x$ on $(-1,1)$. The asymptotic formula confirms a special case of a conjecture by…

The Christoffel-Darboux kernels for orthogonal polynomials in several real variables are investigated within the context of the three term recurrence relation reformulated for this purpose. Examples of orthogonal polynomials on the unit…

In this paper we use the Riemann-Hilbert problem, with jumps supported on appropriate curves in the complex plane, for matrix biorthogonal polynomials and apply it to find Sylvester systems of differential equations for the orthogonal…

We introduce a stress/total-pressure formulation for poroelasticity that includes the coupling with steady nonlinear diffusion modified by stress. The nonlinear problem is written in mixed-primal form, coupling a perturbed twofold…