Related papers: Planar orthogonal polynomials and boundary univers…
We derive orthogonality relations for discrete q-ultraspherical polynomials and their duals by means of operators of representations of the quantum algebra su_q(1,1). Spectra and eigenfunctions of these operators are found explicitly. These…
We prove that the real four-dimensional Euclidean noncommutative \phi^4-model is renormalisable to all orders in perturbation theory. Compared with the commutative case, the bare action of relevant and marginal couplings contains…
We consider polynomial Bergman kernels with respect to exponentially varying weights $e^{-n \mathscr Q(z)}$ depending on a potential $\mathscr Q:\mathbb C^d\to\mathbb R$. We use these kernels to construct determinantal point processes on…
It has been shown by Strahov and Fyodorov that averages of products and ratios of characteristic polynomials corresponding to Hermitian matrices of a unitary ensemble, involve kernels related to orthogonal polynomials and their Cauchy…
With $<\cdot>$ denoting an average with respect to the eigenvalue PDF for the Laguerre unitary ensemble, the object of our study is $ \tilde{E}_N(I;a,\mu) := < \prod_{l=1}^N \chi_{(0,\infty)\backslash I}^{(l)} (\lambda - \lambda_l)^\mu>$…
Recently there has been a renewed interest in asymptotic Euler-MacLaurin formulas, partly due to applications to spectral theory of differential operators. Using elementary means, we recover such formulas for compactly supported smooth…
In this paper, we are interested in matrix valued orthogonal polynomials on the real line with respect to exponential weights. We obtain strong asymptotics as the degree tends to infinity in different regions of the complex plane, as well…
We describe a Riemann-Hilbert problem for a family of $q$-orthogonal polynomials, $\{ P_n(x) \}_{n=0}^\infty$, and use it to deduce their asymptotic behaviours in the limit as the degree, $n$, approaches infinity. We find that the…
We consider the orthogonal polynomials $\{P_{n}(z)\}$ with respect to the measure $|z-a|^{2N c} {\rm e}^{-N |z|^2} \,{\rm d} A(z)$ over the whole complex plane. We obtain the strong asymptotic of the orthogonal polynomials in the complex…
We provide detailed local descriptions of stable polynomials in terms of their homogeneous decompositions, Puiseux expansions, and transfer function realizations. We use this theory to first prove that bounded rational functions on the…
In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…
Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…
In general or normal random matrix ensembles, the support of eigenvalues of large size matrices is a planar domain (or several domains) with a sharp boundary. This domain evolves under a change of parameters of the potential and of the size…
We consider a semilinear parabolic partial differential equation in $\mathbf{R}_+\times [0,1]^d$, where $d=1, 2$ or $3$, with a highly oscillating random potential and either homogeneous Dirichlet or Neumann boundary condition. If the…
We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media…
We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…
Let $M$ be a random matrix in the orthogonal group $\O_n$, distributed according to Haar measure, and let $A$ be a fixed $n\times n$ matrix over $\R$ such that $\tr(AA^t)=n$. Then the total variation distance of the random variable…
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…
We consider the additive version of the matrix denoising problem, where a random symmetric matrix $S$ of size $n$ has to be inferred from the observation of $Y=S+Z$, with $Z$ an independent random matrix modeling a noise. For prior…
For $p$ prime, let $\mathcal{H}^n$ be the linear span of characteristic functions of hyperplanes in $(\mathbb{Z}/p^k\mathbb{Z})^n$. We establish new upper bounds on the dimension of $\mathcal{H}^n$ over $\mathbb{Z}/p\mathbb{Z}$, or…