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We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…

Mathematical Physics · Physics 2020-06-02 Alfredo Deaño , Nick Simm

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…

High Energy Physics - Theory · Physics 2009-11-11 G. Akemann

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…

Classical Analysis and ODEs · Mathematics 2010-07-30 A. R. Its , A. B. J. Kuijlaars , J. Ostensson

We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity,…

Classical Analysis and ODEs · Mathematics 2010-07-30 Maurice Duits , Arno Kuijlaars

In this paper, we study Hankel determinants generated from a perturbed Laguerre weight function, Under the double scaling scheme, we give the uniform asymptotic approximations of Hankel determinants in terms of a solution of a third-order…

Exactly Solvable and Integrable Systems · Physics 2017-12-22 Min Chen , Yang Chen , Engui Fan

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

Mathematical Physics · Physics 2015-06-26 Saugata Ghosh

We show that the ratio of a discrete Toeplitz/Hankel determinant and its continuous counterpart equals a Freholm determinant involving continuous orthogonal polynomials. This identity is used to evaluate a triple asymptotic of some discrete…

Probability · Mathematics 2013-05-20 Jinho Baik , Zhipeng Liu

We study multiple orthogonal polynomials of type I and type II which have orthogonality conditions with respect to r measures. These polynomials are connected by their recurrence relation of order r+1. First we show a relation with the…

Classical Analysis and ODEs · Mathematics 2013-10-04 Jonathan Coussement , Walter Van Assche

In this paper we focus on the finite n probability distribution function of the largest eigenvalue in the classical Gaussian Ensemble of n by n matrices (GEn). We derive the finite n largest eigenvalue probability distribution function for…

Probability · Mathematics 2011-01-28 Leonard N. Choup

We consider polynomials $p_n^{\omega}(x)$ that are orthogonal with respect to the oscillatory weight $w(x)=e^{i\omega x}$ on $[-1,1]$, where $\omega>0$ is a real parameter. A first analysis of $p_n^{\omega}(x)$ for large values of $\omega$…

Classical Analysis and ODEs · Mathematics 2014-07-09 Alfredo Deaño

The paper addresses a conjecture of Shapiro and Tater on the similarity between two sets of points in the complex plane; on one side is the values of $t\in \mathbb{C}$ for which the spectrum of the quartic anharmonic oscillator in the…

Mathematical Physics · Physics 2023-08-22 Marco Bertola , Eduardo Chavez-Heredia , Tamara Grava

We describe in detail the solution of the extension of the chiral Gaussian Unitary Ensemble (chGUE) into the complex plane. The correlation functions of the model are first calculated for a finite number of N complex eigenvalues, where we…

High Energy Physics - Theory · Physics 2008-11-26 G. Akemann

We derive expansions of the Hermite and Laguerre kernels at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n Laguerre Unitary Ensem- ble (LUEn), respectively. Using these large n kernel expansions,…

Probability · Mathematics 2007-12-20 Leonard N. Choup

E. Heine in the 19th century studied a system of orthogonal polynomials associated with the weight $\left[x(x-\alpha)(x-\beta)\right]^{-\frac{1}{2}}$, $x\in[0,\alpha]$, $0<\alpha<\beta$. A related system was studied by C. J. Rees in 1945,…

Classical Analysis and ODEs · Mathematics 2015-06-17 Estelle L. Basor , Yang Chen , Nazmus S. Haq

The distributions of $ N $-particle systems of Gaussian unitary ensembles converge to Sine$_2$ point processes under bulk-scaling limits. These scalings are parameterized by a macro-position $ \theta $ in the support of the semicircle…

Probability · Mathematics 2018-03-29 Yosuke Kawamoto , Hirofumi Osada

We study orthogonal polynomials and Hankel determinants generated by a symmetric semi-classical Jacobi weight. By using the ladder operator technique, we derive the second-order nonlinear difference equations satisfied by the recurrence…

Classical Analysis and ODEs · Mathematics 2021-12-17 Chao Min , Yang Chen

As argued by Hone in the paper [Commun. Pure Appl. Math., 74(11):2310--2347, 2021], a ``mismatch" problem remained unsolved while he was investigating continued fraction expansions and Hankel determinants from hyperelliptic curves. In this…

Exactly Solvable and Integrable Systems · Physics 2026-05-01 Xiang-Ke Chang , Jiyuan Liu

The space of polynomials in two real variables with values in a 2-dimensional irreducible module of a dihedral group is studied as a standard module for Dunkl operators. The one-parameter case is considered (omitting the two-parameter case…

Classical Analysis and ODEs · Mathematics 2014-04-16 Charles F. Dunkl

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

Mathematical Physics · Physics 2009-11-11 T. Claeys , M. Vanlessen

We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…

Probability · Mathematics 2015-03-19 Iain M. Johnstone , Zongming Ma
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