Related papers: Biorthogonal ensembles with two-particle interacti…
Bleher and Kuijlaars recently showed that the eigenvalue correlations from matrix ensembles with external source can be expressed by means of a kernel built out of special multiple orthogonal polynomials. We derive a Christoffel-Darboux…
We give natural constructions of number rigid determinantal point processes on the unit disc $\mathbb{D}$ with sub-Bergman kernels of the form \[ K_\Lambda(z, w) = \sum_{n\in \Lambda}(n+1) z^n \bar{w}^n, \quad z, w \in \mathbb{D}, \] with…
Given a parametrised weight function $\omega(x,\mu)$ such that the quotients of its consecutive moments are M\"obius maps, it is possible to express the underlying biorthogonal polynomials in a closed form \cite{IN2}. In the present paper…
It is well known that Sobolev-type orthogonal polynomials with respect to measures supported on the real line satisfy higher-order recurrence relations and these can be expressed as a (2N+1)-banded symmetric semi-infinite matrix. In this…
We study unitary random matrix ensembles of the form $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)}dM$, where $\alpha>-1/2$ and $V$ is such that the limiting mean eigenvalue density for $n,N\to\infty$ and $n/N\to 1$ vanishes quadratically…
We take up the idea of Nelson's stochastic processes, the aim of which was to deduce Schr\"odinger's equation. We make two major changes here. The first one is to consider deterministic processes which are pseudo-random but which have the…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
This paper concentrates on asymptotic properties of determinants of some random symmetric matrices. If B_{n,r} is a n x r rectangular matrix and B_{n,r}' its transpose, we study det (B_{n,r}'B_{n,r}) when n,r tends to infinity with r/n \to…
The Riemann-Hilbert problems for multiple orthogonal polynomials of types I and II are used to derive string equations associated to pairs of Lax-Orlov operators. A method for determining the quasiclassical limit of string equations in the…
We develop and implement new probabilistic strategy for proving exponential ergodicity for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process in infinite…
We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…
We consider a class of one-dimensional nonlinear stochastic parabolic problems associated with Sellers and Budyko diffusive energy balance climate models with a Legendre weighted diffusion and an additive cylindrical Wiener processes…
Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…
We apply the general theory of Cauchy biorthogonal polynomials developed previously by the authors, to the case associated with Laguerre measures. In particular, we obtain explicit formulae in terms of Meijer-G functions for all key objects…
Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We investigate polynomials that satisfy simultaneous orthogonality conditions with respect to several measures on the unit circle. We generalize the direct and inverse Szeg\H{o} recurrence relations, identify the analogues of the Verblunsky…
First, an abstract scheme of constructing biorthogonal rational systems related to some interpolation problems is proposed. We also present a modification of the famous step-by-step process of solving the Nevanlinna-Pick problems for…
We show that the distribution function of the first particle in a discrete orthogonal polynomial ensemble can be obtained through a certain recurrence procedure, if the (difference or q-) log-derivative of the weight function is rational.…
Mixed orthogonal Laurent polynomials on the unit circle of CMV type are constructed utilizing a matrix of moments and its Gauss--Borel factorization and employing a multiple extension of the CMV ordering. A systematic analysis of the…