Related papers: Reproducing kernel orthogonal polynomials on the m…
In this paper we consider an appropriate ordering of the Laurent monomials $x^{i}y^{j}$, $i,j \in \mathbb{Z}$ that allows us to study sequences of orthogonal Laurent polynomials of the real variables $x$ and $y$ with respect to a positive…
We consider polynomials on the unit circle defined by the recurrence relation \Phi_{k+1}(z) = z \Phi_{k} (z) - \bar{\alpha}_{k} \Phi_k^{*}(z) for k \geq 0 and \Phi_0=1. For each n we take \alpha_0, \alpha_1, ...,\alpha_{n-2} i.i.d. random…
The speed of convergence of the R-linear GMRES is bounded in terms of a polynomial approximation problem on a finite subset of the spectrum. This result resembles the classical GMRES convergence estimate except that the matrix involved is…
Stein importance sampling is a widely applicable technique based on kernelized Stein discrepancy, which corrects the output of approximate sampling algorithms by reweighting the empirical distribution of the samples. A general analysis of…
We provide the first mathematically complete derivation of the Nystr\"om method for low-rank approximation of indefinite kernels and propose an efficient method for finding an approximate eigendecomposition of such kernel matrices. Building…
Krylov complexity measures operator growth with respect to a basis, which is adapted to the Heisenberg time evolution. The construction of that basis relies on the Lanczos algorithm, also known as the recursion method. The mathematics of…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. As corollaries, we obtain unified and simple probabilistic…
We establish the asymptotic zero distribution for polynomials generated by a four-term recurrence relation with varying recurrence coefficients having a particular limiting behavior. The proof is based on ratio asymptotics for these…
Motivated by a connection with the factorization of multivariate polynomials, we study integral convex polytopes and their integral decompositions in the sense of the Minkowski sum. We first show that deciding decomposability of integral…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
We study properties of arithmetic sets coming from multiplicative number theory and obtain applications in the theory of uniform distribution and ergodic theory. Our main theorem is a generalization of K\'atai's orthogonality criterion.…
We study the dependence of recurrence coefficients in the three-term recurrence relation for orthogonal polynomials with a certain deformation of the $q$-Laguerre weight on the degree parameter $n$. We show that this dependence is described…
The roots of a monic polynomial expressed in a Chebyshev basis are known to be the eigenvalues of the so-called colleague matrix, which is a Hessenberg matrix that is the sum of a symmetric tridiagonal matrix and a rank-1 matrix. The…
Multiple Meixner polynomials are polynomials in one variable which satisfy orthogonality relations with respect to $r>1$ different negative binomial distributions (Pascal distributions). There are two kinds of multiple Meixner polynomials,…
This publication is an exercise which extends to two variables the Christoffel's construction of orthogonal polynomials for potentials of one variable with external sources. We generalize the construction to biorthogonal polynomials. We…
In this contribution we consider the sequence $\{Q_{n}^{\lambda}\}_{n\geq 0} $ of monic polynomials orthogonal with respect to the following inner product involving differences \begin{equation*} \langle p,q\rangle…
We consider the family of polynomials $p_{n}\left( x;z\right) ,$ orthogonal with respect to the inner product \[ \left\langle f,g\right\rangle = \int_{-z}^{z} f\left( x\right) g\left( x\right) e^{-x^{2}} \,dx. \] We show some properties…
Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…
Let $K(\gamma)$ be the weakly equilibrium Cantor type set introduced in [10]. It is proven that the monic orthogonal polynomials $Q_{2^s}$ with respect to the equilibrium measure of $K(\gamma)$ coincide with the Chebyshev polynomials of the…