Related papers: Gaussian unitary ensemble with jump discontinuitie…

We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…

We study the Hankel determinant generated by the moments of the deformed Laguerre weight function $x^{\alpha}{\rm{e}}^{-x}\prod\limits_{k=1}^{N}(x+t_k)^{\lambda_k}$, where $x\in \left[0,+\infty \right)$, $\alpha,t_k >0,…

We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a…

We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant…

We consider the Hankel determinant and orthogonal polynomials with respect to the deformed Laguerre weight $w(x; t) = {x^\alpha }{\mathrm e^{ - x}}{(x + t)^\lambda },\; x\in \mathbb{R}^{+} $ with parameters $\alpha > -1,\; t > 0$ and…

We study the Hankel determinant for the weight $x^{\alpha}{\rm exp}(-x-t_1/x-t_2/x^2), x\in[0,+\infty)$, with $\alpha>-1,~t_1\in\mathbb{R}\setminus\{0\}, ~t_2>0.$ Compared with the weight $x^{\alpha}{\rm e}^{-x-t_1/x}$ studied in prior work…

Using an algebraic method for solving the wave equation in quantum mechanics, we encountered a new class of orthogonal polynomials on the real line. It consists of a four-parameter polynomial with continuous spectrum on the whole real line…

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

We continue with the study of the Hankel determinant, $$ D_{n}(t,\alpha):=\det\left(\int_{0}^{\infty}x^{j+k}w(x;t,\alpha)dx\right)_{j,k=0 }^{n-1}, $$ generated by singularly perturbed Laguerre weight, $$ w(x;t,\alpha):=x^{\alpha}{\rm…

The focus of this paper is on the probability, $E_\beta(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($\beta=1$) and Gaussian Symplectic ($\beta=4$) Ensembles…

The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection…

We study the Hankel determinant generated by a singularly perturbed Jacobi weight $$ w(x,t):=(1-x^2)^\alpha\mathrm{e}^{-\frac{t}{x^{2}}},\;\;\;\;\;\;x\in[-1,1],\;\;\alpha>0,\;\;t\geq 0. $$ If $t=0$, it is reduced to the classical symmetric…

We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order…

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

In this paper, we study the orthogonal polynomials with respect to a singularly perturbed Pollaczek-Jacobi type weight $$ w(x,t):=(1-x^2)^\alpha\mathrm{e}^{-\frac{t}{1-x^{2}}},\qquad x\in[-1,1],\;\;\alpha>0,\;\;t>0. $$ By using the ladder…

The eigenvalue probability density function of the Gaussian unitary ensemble permits a $q$-extension related to the discrete $q$-Hermite weight and corresponding $q$-orthogonal polynomials. A combinatorial counting method is used to specify…

The new Theorem on location of maximum of probability density functions of dimensionless second difference of the three adjacent energy levels for $N$-dimensional Gaussian orthogonal ensemble GOE($N$), $N$-dimensional Gaussian unitary…

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

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 study the Hankel determinants associated with the weight $$w(x;t)=(1-x^2)^{\beta}(t^2-x^2)^\alpha h(x),~x\in(-1,1),$$ where $\beta>-1$, $\alpha+\beta>-1$, $t>1$, $h(x)$ is analytic in a domain containing $[-1,1]$ and $h(x)>0$ for…