Related papers: Matrix Biorthogonal Polynomials: eigenvalue proble…
We extend the study of supersymmetric tridiagonal Hamiltonians to the case of non-Hermitian Hamiltonians with real or complex conjugate eigenvalues. We find the relation between matrix elements of the non-Hermitian Hamiltonian $H$ and its…
We introduce a family of weight matrices $W$ of the form $T(t)T^*(t)$, $T(t)=e^{\mathscr{A}t}e^{\mathscr{D}t^2}$, where $\mathscr{A}$ is certain nilpotent matrix and $\mathscr{D}$ is a diagonal matrix with negative real entries. The weight…
In this paper we present a brief description of a ladder operator formalism applied to orthogonal polynomials with discontinuous weights. The two coefficient functions, A_n(z) and B_n(z), appearing in the ladder operators satisfy the two…
We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of…
We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
In this paper, we {\color{black}study four kinds of polynomials orthogonal with the singularly perturbed Gaussian weight $w_{\rm SPG}(x)$, the deformed Freud weight $w_{\rm DF}(x)$, the jumpy Gaussian weight $w_{\rm JG}(x)$, and the…
We construct a family of second-order linear difference equations parametrized by the hypergeometric solution of the elliptic Painlev\'e equation (or higher-order analogues), and admitting a large family of monodromy-preserving…
In this paper, we establishes a connection between noncommutative Laurent biorthogonal polynomials (bi-OPs) and matrix discrete Painlev\'e (dP) equations. We first apply nonisospectral deformations to noncommutative Laurent bi-OPs to obtain…
This paper deals with the determination of the S-curves in the theory of non-hermitian orthogonal polynomials with respect to exponential weights along suitable paths in the complex plane. It is known that the corresponding complex…
We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…
It is well known that if a finite order linear differential operator with polynomial coefficients has as eigenfunctions a sequence of orthogonal polynomials with respect to a positive measure (with support in the real line), then its order…
In the theory of matrix-valued orthogonal polynomials, there exists a longstanding problem known as the Matrix Bochner Problem: the classification of all $N \times N$ weight matrices $W(x)$ such that the associated orthogonal polynomials…
We provide new insights into the solvability property of an Hamiltonian involving of the fourth Painlev\'e transcendent and its derivatives. This Hamiltonian is third order shape invariant and can also be interpreted within the context of…
$\bar\partial$-extension of the matrix Riemann-Hilbert method is used to study asymptotics of the polynomials $P_n(z)$ satisfying orthogonality relations \[ \int_{-1}^1 x^lP_n(x)\frac{\rho(x)dx}{\sqrt{1-x^2}}=0, \quad l\in\{0,\ldots,n-1\},…
We obtain a full asymptotic expansion for orthogonal polynomials with respect to weighted area measure on a Jordan domain $\mathscr{D}$ with real-analytic boundary. The weight is fixed and assumed to be real-analytically smooth and strictly…
The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…
We develop a unified construction of matrix-valued orthogonal polynomials associated with discrete weights, yielding bispectral sequences as eigenfunctions of second-order difference operators. This general framework extends the discrete…
A long standing question in the theory of orthogonal matrix polynomials is the matrix Bochner problem, the classification of $N \times N$ weight matrices $W(x)$ whose associated orthogonal polynomials are eigenfunctions of a second order…
In many applications, it is desired to obtain extreme eigenvalues and eigenvectors of large Hermitian matrices by efficient and compact algorithms. In particular, orthogonalization-free methods are preferred for large-scale problems for…