Related papers: Asymptotic behaviour of Christoffel-Darboux kernel…
We study the long time behavior of bounded, integrable solutions to a nonlocal diffusion equation, $\partial _t u=J*u-u$, where $J$ is a smooth, radially symmetric kernel with support $B_d(0)\subset\mathbb{R}^2$. The problem is set in an…
Bleher and Kuijlaars recently showed that the eigenvalue correlations from matrix ensembles with external source can be expressed by means of a kernel built out of special multiple orthogonal polynomials. We derive a Christoffel-Darboux…
We provide a detailed study of the dynamics obtained by linearizing the Korteweg-de Vries equation about one of its periodic traveling waves, a cnoidal wave. In a suitable sense, linearly analogous to space-modulated stability, we prove…
We study the asymptotic properties of monic orthogonal polynomials (OPs) with respect to some Freud weights when the degree of the polynomial tends to infinity, including the asymptotics of the recurrence coefficients, the nontrivial…
We propose a class of nonlocal diffusion systems on time-varying domains, and fully characterize their asymptotic dynamics in the asymptotically fixed, time-periodic and unbounded cases. The kernel is not necessarily symmetric or compactly…
A low-dimensional dynamical system is observed in an experiment as a high-dimensional signal; for example, a video of a chaotic pendulums system. Assuming that we know the dynamical model up to some unknown parameters, can we estimate the…
When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of the many concerns. Archimax copulas appear as successful candidates in case of asymptotic dependence. In this paper, the class of Archimax…
We form the Jacobi theta distribution through discrete integration of exponential random variables over an infinite inverse square law surface. It is continuous, supported on the positive reals, has a single positive parameter, is unimodal,…
An alternative expression for the Christoffel--Darboux formula for multiple orthogonal polynomials of mixed type is derived from the $LU$ factorization of the moment matrix of a given measure and two sets of weights. We use the action of…
This paper introduces a novel statistical regression framework that allows the incorporation of consistency constraints. A linear and nonlinear (kernel-based) formulation are introduced, and both imply closed-form analytical solutions. The…
In this paper we introduce and discuss some classes of orthogonal polynomials in several non-commuting variables. The emphasis is on a non-commutative version of the orthogonal polynomials on the real line. We introduce recurrence equations…
We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ with respect to a co-normal direction pointing inside $D$. Our asymptotic result is used to study the…
We discuss multicritical behavior of $c=1$ matrix model, extending the recent work of ref. \cite{CIO} on a nonperturbative completion of the density of states function. For the odd orders of multicriticality, we are able to determine the…
In a noisy environment, oscillations loose their coherence which can be characterized by a quality factor. We determine this quality factor for oscillations arising from a driven Fokker-Planck dynamics along a periodic one-dimensional…
We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…
This paper is the continuation of the study on discrete harmonic analysis related to Jacobi expansions initiated in [1]. Considering the operator $\mathcal{J}^{(\alpha,\beta)}=J^{(\alpha,\beta)}-I$, where $J^{(\alpha,\beta)}$ is the…
We consider discrete Dirac systems as an alternative (to the famous Szeg\H{o} recurrencies and matrix orthogonal polynomials) approach to the study of the corresponding block Toeplitz matrices. We prove an analog of the Christoffel--Darboux…
General asymptotic formulas are given for the coefficient $C_\ell$ of the term of multipole number $\ell$ in the temperature correlation function of the cosmic microwave background, in terms of scalar and dipole form factors introduced in a…
In this paper, we study the asymptotic behavior of solutions to a scalar fractional delay differential equations around the equilibrium points. More precise, we provide conditions on the coefficients under which a linear fractional delay…
We find the asymptotic behaviors of Toeplitz determinants with symbols which are a sum of two contributions: one analytical and non-zero function in an annulus around the unit circle, and the other proportional to a Dirac delta function.…