Related papers: Moments of discrete orthogonal polynomial ensemble…
We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…
We consider some discrete $q$-analogues of the classical continuous orthogonal polynomial ensembles. Building on results due to Morozov, Popolitov and Shakirov, we find representations for the moments of the discrete $q$-Hermite and…
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…
The problem of calculating the scaled limit of the joint moments of the characteristic polynomial, and the derivative of the characteristic polynomial, for matrices from the unitary group with Haar measure first arose in studies relating to…
We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given…
The paper deals with a 3-parameter family of probability measures on the set of partitions, called the z-measures. The z-measures first emerged in connection with the problem of harmonic analysis on the infinite symmetric group. They are a…
We present new examples of superintegrable matrix/eigenvalue models. These examples arise as a result of the exploration of the relationship between the theory of superintegrability and multivariate orthogonal polynomials. The new…
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…
The generalisation of continuous orthogonal polynomial ensembles from random matrix theory to the $q$-lattice setting is considered. We take up the task of initiating a systematic study of the corresponding moments of the density from two…
The Cholesky factorization of the moment matrix is considered for the generalized Charlier, generalized Meixner, and Gauss hypergeometric discrete orthogonal polynomials. For the generalized Charlier, we present an alternative derivation of…
Moments of the characteristic polynomial of a random matrix taken from any of the three ensembles, orthogonal, unitary or symplectic, are given either as a determinant or a pfaffian or as a sum of determinants. For gaussian ensembles…
There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$…
Starting from the moment sequences of classical orthogonal polynomials we derive the orthogonality purely algebraically. We consider also the moments of ($q=1$) classical orthogonal polynomials, and study those cases in which the…
We show that the chaos representation of some Compound Poisson Type processes displays an underlying intrinsic combinatorial structure, partly independent of the chosen process. From the computational viewpoint, we solve the arising…
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
The main objects of the investigation presented in this paper are branched-continued-fraction representations of ratios of contiguous hypergeometric series and type II multiple orthogonal polynomials on the step-line with respect to linear…
Kasraoui, Stanton and Zeng, and Kim, Stanton and Zeng introduced certain $q$-analogues of Laguerre and Charlier polynomials. The moments of these orthogonal polynomials have combinatorial models in terms of crossings in permutations and set…
We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…
A family of multivariate orthogonal polynomials generalizing the standard (univariate) Charlier polynomials is shown to arise in the matrix elements of the unitary representation of the Euclidean group E(d) on oscillator states. These…