Related papers: Beta Jacobi ensembles and associated Jacobi polyno…
For Y a subset of the complex plane,a beta ensemble is a sequence of probability measures on Y^n for n=1,2,3...depending on a real-valued continuous function Q and a real positive parameter beta.We consider the associated sequence of…
We study certain probability measures on partitions of n=1,2,..., originated in representation theory, and demonstrate their connections with random matrix theory and multivariate hypergeometric functions. Our measures depend on three…
Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…
In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…
A time series delta(n), the fluctuation of the nth unfolded eigenvalue was recently characterized for the classical Gaussian ensembles of NxN random matrices (GOE, GUE, GSE). It is investigated here for the beta-Hermite ensemble as a…
A Bernstein type inequality is obtained for the Jacobi polynomials $P_n^{\alpha,\beta}(x)$, which is uniform for all degrees $n\ge0$, all real $\alpha,\beta\ge0$, and all values $x\in [-1,1]$. It provides uniform bounds on a complete set of…
Recently, a conjecture about the local bulk statistics of complex eigenvalues has been made based on numerics. It claims that there are only three universality classes, which have all been observed in open chaotic quantum systems. Motivated…
We discuss some properties of the moduli of smoothness with Jacobi weights that we have recently introduced and that are defined as \[ \omega_{k,r}^\varphi(f^{(r)},t)_{\alpha,\beta,p} :=\sup_{0\leq h\leq t} \left\|…
In this paper, we study the gap probability problem of the (symmetric) Jacobi unitary ensemble of Hermitian random matrices, namely the probability that the interval $(-a,a)\:(0<a<1)$ is free of eigenvalues. Using the ladder operator…
We relate asymptotics of Jacobi parameters to asymptotics of the spectral weights near the edges. Typical of our results is that for $a_n\equiv 1$, $b_n =-C n^{-\beta}$ ($0<\beta< \frac23)$, one has $d\mu(x)= w(x) dx$ on $(-2,2)$, and near…
Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…
The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
This paper studies beta ensembles on the real line in a high temperature regime, that is, the regime where $\beta N \to const \in (0, \infty)$, with $N$ the system size and $\beta$ the inverse temperature. In this regime, the convergence to…
We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…
It is proved that the eigenvalues of the Jacobi Tau method for the second derivative operator with Dirichlet boundary conditions are real, negative and distinct for a range of the Jacobi parameters. Special emphasis is placed on the…
The paper deals with the distribution of singular values of the input-output Jacobian of deep untrained neural networks in the limit of their infinite width. The Jacobian is the product of random matrices where the independent rectangular…
The big $-1$ Jacobi polynomials $(Q_n^{(0)}(x;\alpha,\beta,c))_n$ have been classically defined for $\alpha,\beta\in(-1,\infty)$, $c\in(-1,1)$. We extend this family so that wider sets of parameters are allowed, i.e., they are non-standard.…
We analyze the form of the probability distribution function P_{n}^{(\beta)}(w) of the Schmidt-like random variable w = x_1^2/(\sum_{j=1}^n x^{2}_j/n), where x_j are the eigenvalues of a given n \times n \beta-Gaussian random matrix, \beta…
We study the orthogonal polynomials associated with the equilibrium measure, in logarithmic potential theory, living on the attractor of an Iterated Function System. We construct sequences of discrete measures, that converge weakly to the…