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Related papers: Hard-edge asymptotics of the Jacobi growth process

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The asymptotic behavior of a family of singularly perturbed PDEs in two time variables in the complex domain is studied. The appearance of a multilevel Gevrey asymptotics phenomenon in the perturbation parameter is observed. We construct a…

Complex Variables · Mathematics 2018-06-13 Alberto Lastra , Stephane Malek

We study the even and odd Jacobi heat kernels defined in the context of the multidimensional double cone and its surface, the multidimensional hyperboloid and its surface, and the multidimensional paraboloid and its surface. By integrating…

Analysis of PDEs · Mathematics 2024-11-26 Dawid Hanrahan

We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

Functional Analysis · Mathematics 2009-12-26 Sergio Albeverio , Astrid Hilbert , Vassily Kolokoltsov

We compute the asymptotics of eigenvalues of Jacobi matrices with the zero coefficients on the main diagonal and the off-diagonal coefficients which converge to zero.

Spectral Theory · Mathematics 2012-10-05 Rostyslav Kozhan

We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…

Probability · Mathematics 2023-02-22 Andrew Ahn

In this paper we obtain a set of five new transmutations of the mother formula. Further, we obtain the second set of ten exact metafunctional equations by crossbreeding on every two elements of the previous set. Elements of the last set…

Classical Analysis and ODEs · Mathematics 2019-07-31 Jan Moser

We analyze the large degree asymptotic behavior of matrix valued orthogonal polynomials (MVOPs), with a weight that consists of a Jacobi scalar factor and a matrix part. Using the Riemann-Hilbert formulation for MVOPs and the Deift-Zhou…

Classical Analysis and ODEs · Mathematics 2023-04-11 Alfredo Deaño , Arno B. J. Kuijlaars , Pablo Román

We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index $\beta = 1,2,4$ respectively) where time corresponds to the number of terms in the…

Probability · Mathematics 2020-07-14 Andrew Ahn

The classical orthogonal polynomials (Hermite, Laguerre and Jacobi) are involved in a vast number of applications in physics and engineering. When large degrees $n$ are needed, the use of recursion to compute the polynomials is not a good…

Classical Analysis and ODEs · Mathematics 2020-04-13 A. Gil , J. Segura , N. M. Temme

We consider positive Jacobi matrices $J$ with compact inverses and consequently with purely discrete spectra. A number of properties of the corresponding sequence of orthogonal polynomials is studied including the convergence of their…

Spectral Theory · Mathematics 2026-02-06 Pavel Šťovíček , Grzegorz Świderski

We consider the spatial quantum and thermal fluctuations of non-interacting Fermi gases of $N$ particles confined in $d$-dimensional non-smooth potentials. We first present a thorough study of the spherically symmetric pure hard-box…

Statistical Mechanics · Physics 2018-12-24 Bertrand Lacroix-A-Chez-Toine , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

We study the eigenvalue behaviour of large complex correlated Wishart matrices near an interior point of the limiting spectrum where the density vanishes (cusp point), and refine the existing results at the hard edge as well. More…

Probability · Mathematics 2016-03-08 Walid Hachem , Adrien Hardy , Jamal Najim

We recast Byerly's formula for integrals of products of Legendre polynomials. Then we adopt the idea to the case of Jacobi polynomials. After that, we use the formula to derive an asymptotic formula for integrals of products of Jacobi…

Classical Analysis and ODEs · Mathematics 2020-10-22 Maxim Derevyagin , Nicholas Juricic

Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…

Probability · Mathematics 2016-06-06 Sihun Jo , Minsuk Yang

For Jacobi parameters belonging to one of the three classes: asymptotically periodic, periodically modulated and the blend of these two, we study the asymptotic behavior of the Christoffel functions and the scaling limits of the…

Spectral Theory · Mathematics 2021-08-09 Grzegorz Świderski , Bartosz Trojan

The present work stemmed from the study of the problem of harmonic analysis on the infinite-dimensional unitary group U(\infty). That problem consisted in the decomposition of a certain 4-parameter family of unitary representations, which…

Representation Theory · Mathematics 2016-03-10 Vadim Gorin , Grigori Olshanski

We discuss Beta operators with Jacobi weights on $C[0,1]$ for $\alpha,\beta\geq-1$, thus including the discussion of three limiting cases. Emphasis is on the moments and their asymptotic behavior. Extended Voronovskaya-type results and a…

Classical Analysis and ODEs · Mathematics 2014-02-17 Heiner Gonska , Ioan Raşa , Elena Dorina Stănilă

Our study is initiated by a multi-component particle system underlying the tiling of a half hexagon by three species of rhombi. In this particle system species $j$ consists of $\lfloor j/2 \rfloor$ particles which are interlaced with…

Probability · Mathematics 2010-06-16 Peter J. Forrester , Eric Nordenstam

Orthogonal polynomials on the real line always satisfy a three-term recurrence relation. The recurrence coefficients determine a tridiagonal semi-infinite matrix (Jacobi matrix) which uniquely characterizes the orthogonal polynomials. We…

Classical Analysis and ODEs · Mathematics 2009-09-25 André Ronveaux , Walter Van Assche

The Littlewood-Paley theory is extended to weighted spaces of distributions on $[-1,1]$ with Jacobi weights $ \w(t)=(1-t)^\alpha(1+t)^\beta. $ Almost exponentially localized polynomial elements (needlets) $\{\phi_\xi\}$, $\{\psi_\xi\}$ are…

Classical Analysis and ODEs · Mathematics 2007-05-23 George Kyriazis , Pencho Petrushev , Yuan Xu