Related papers: Matrix Biorthogonal Polynomials: eigenvalue proble…
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…
We solve the complex extension of the chiral Gaussian Symplectic Ensemble, defined as a Gaussian two-matrix model of chiral non-Hermitian quaternion real matrices. This leads to the appearance of Laguerre polynomials in the complex plane…
In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…
We introduce a class of orthogonal polynomials in two variables which generalizes the disc polynomials and the 2-$D$ Hermite polynomials. We identify certain interesting members of this class including a one variable generalization of the…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials $\pi_n(z)$ with the quartic exponential weight $\exp[-N(\frac 12 z^2+\frac 14 tz^4)]$, where $t\in {\mathbb C}$ and $N\in{\mathbb N}$, $N\to\infty$. Our…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
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…
We present an asymmetric $q$-Painlev\'e equation. We will derive this using $q$-orthogonal polynomials with respect to generalized Freud weights: their recurrence coefficients will obey this $q$-Painlev\'e equation (up to a simple…
We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only…
We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…
It is well-known that differential Painlev\'e equations can be written in a Hamiltonian form. However, a coordinate form of such representation is far from unique -- there are many very different Hamiltonians that result in the same…
We consider multiple orthogonal polynomials associated with the exponential cubic weight e^{-x^3} over two contours in the complex plane. We study the basic properties of these polynomials, including the Rodrigues formula and…
Dual Bernstein polynomials find many applications in approximation theory, computational mathematics, numerical analysis and computer-aided geometric design. In this context, one of the main problems is fast and accurate evaluation both of…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
Riemann--Hilbert techniques are used in the theory of completely integrable differential equations to generate solutions that contain a free function which can be used at least in principle to solve initial or boundary value problems. The…
We describe a way of solving a partial differential equation using the differential invariants of its point symmetries. By first solving its quotient PDE, which is given by the differential syzygies in the algebra of differential…
The rational solutions of the Painlev\'e-II equation appear in several applications and are known to have many remarkable algebraic and analytic properties. They also have several different representations, useful in different ways for…
The tridiagonal representation approach is an algebraic method for solving second order differential wave equations. Using this approach in the solution of quantum mechanical problems, we encounter two new classes of orthogonal polynomials…
Zeilberger's algorithm provides a method to compute recurrence and differential equations from given hypergeometric series representations, and an adaption of Almquist and Zeilberger computes recurrence and differential equations for…
We consider the optimization problem with a generally quadratic matrix constraint of the form $X^TAX = J$, where $A$ is a given nonsingular, symmetric $n\times n$ matrix and $J$ is a given $k\times k$ symmetric matrix, with $k\leq n$,…