Related papers: Gaussian unitary ensemble with jump discontinuitie…

We study the asymptotic limit for large matrix dimension N of the partition function of the unitary ensemble with weight exp(-z^2/2x^2 + t/x - x^2/2). We compute the leading order term of the partition function and of the coefficients of…

Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…

The goal of this article is to prove that the determinantal formulas of the Painlev'e 2 system identify with the correlation functions computed from the topological recursion on their spectral curve for an arbitrary non-zero monodromy…

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

We introduce a sequence of orthogonal polynomials whose associated moments are the Rayleigh-type sums, involving the zeros of the Bessel derivative $J_\nu'$ of order $\nu$. We also discuss the fundamental properties of those polynomials…

We study the probability distribution of the ratio between the second smallest and smallest eigenvalue in the $n\times n$ Laguerre Unitary Ensemble. The probability that this ratio is greater than $r>1$ is expressed in terms of an $n \times…

Two sets of infinitely many exceptional orthogonal polynomials related to the Wilson and Askey-Wilson polynomials are presented. They are derived as the eigenfunctions of shape invariant and thus exactly solvable quantum mechanical…

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…

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…

We find and study a two-parameter family of coupled Painlev\'e II systems in dimension four with affine Weyl group symmetry of several types. Moreover, we find a three-parameter family of polynomial Hamiltonian systems in two variables…

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

In this paper, we consider a general subclass of analytic and bi-univalent functions in the open unit disk in the complex plane. Making use of the Chebyshev polynomials, we obtain upper bound estimate for the second Hankel determinant for…

Consider a high-dimensional Wishart matrix $\bd{W}=\bd{X}^T\bd{X}$ where the entries of $\bd{X}$ are i.i.d. random variables with mean zero, variance one, and a finite fourth moment $\eta$. Motivated by problems in signal processing and…

We obtain large $n$ asymptotics of $n \times n$ Hankel determinants whose weight has a one-cut regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where the associated equilibrium measure possesses…

We study the asymptotics of recurrence coefficients for monic orthogonal polynomials p_n(z) with the quartic exponential weight exp [-N (1/2 z^2 + t/4 z^4)], where t is complex. Our goals are: A) to describe the regions of different…

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear…

Over the last decade it has become clear that discrete Painlev\'e equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlev\'e…

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

We study $q$-deformed random unitary ensembles associated with the weight function of the Al-Salam--Carlitz orthogonal polynomials, indexed by a parameter $a < 0$. In the special case $a = -1$, the model reduces to the $q$-deformed Gaussian…

We present an asymptotic expansion for quaternionic self-adjoint matrix integrals. The Feynman diagrams appearing in the expansion are ordinary ribbon graphs and their non-orientable counterparts. The result exhibits a striking duality…