Related papers: Beta Jacobi ensembles and associated Jacobi polyno…
We study the distribution of the eigenvalue condition numbers $\kappa_i=\sqrt{ (\mathbf{l}_i^* \mathbf{l}_i)(\mathbf{r}_i^* \mathbf{r}_i)}$ associated with real eigenvalues $\lambda_i$ of partially asymmetric $N\times N$ random matrices…
We show that the quantum Hamilton Jacobi approach to a class of quantum mechanical bound state problems and the Gaussian orthogonal ensemble of random matrix theory are equivalent. The Berry connection for both problems is identical to…
The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$-dimensional Gaussian ensembles -- and of the corresponding Laguerre ensembles (Wishart distributions) for various regimes of the…
A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the Gaussian and the Laguerre Unitary ensembles. We study them…
We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…
Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…
We calculate analytically, for finite-size matrices, joint probability densities of ratios of level spacings in ensembles of random matrices characterized by their associated confining potential. We focus on the ratios of two spacings…
The multi-indexed Jacobi polynomials are the main part of the eigenfunctions of exactly solvable quantum mechanical systems obtained by certain deformations of the P\"oschl-Teller potential (Odake-Sasaki). By fine-tuning the parameter(s) of…
We first present some identities involving the Pochhammer symbol (rising factorial). We also recall and present some new properties of the Jacobi polynomials. We use them to expand a general hypergeometric function in an orthogonal series…
Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0,1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error.…
For the generalized Jacobi, Laguerre and Hermite polynomials $P_n^{(\alpha_n, \beta_n)} (x), L_n^{(\alpha_n)} (x),$\break $H_n^{(\gamma_n)} (x)$ the limit distributions of the zeros are found, when the sequences $\alpha_n$ or $\beta_n$ tend…
We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…
It is known that the class $\mathcal{U}_{\beta}$, of generalized s-selfdecom-posable probability distributions, can be viewed as an image via random integral mapping $\mathcal{J}^{\beta}$ of the class $ID$ of all infinitely divisible…
We investigate the large $n$ behavior of Jacobi polynomials with varying parameters $P_{n}^{(an+\alpha,\,bn+\beta)}(1-2\lambda^{2})$ for $a,b >-1$ and $\lambda\in(0,\,1)$. This is a well-studied topic in the literature but some of the…
The present paper is about Bernstein-type estimates for Jacobi polynomials and their applications to various branches in mathematics. This is an old topic but we want to add a new wrinkle by establishing some intriguing connections with…
We consider the asymptotic limits where certain parameters in the definitions of the Laguerre and Jacobi ensembles diverge. In these limits, Dette, Imhof, and Nagel proved that up to a linear transformation, the joint probability…
We consider infinitely convolved Bernoulli measures (or simply Bernoulli convolutions) related to the $\beta$-numeration. A matrix decomposition of these measures is obtained in the case when $\beta$ is a PV number. We also determine their…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
Classical orthogonal polynomial systems of Jacobi, Hermite and Laguerre have the property that the polynomials of each system are eigenfunctions of a second order ordinary differential operator. According to a famous theorem by Bochner they…
We consider the random $\beta$-transformation $K_{\beta}$, defined on $\{0,1\}^{\mathbb N}\times[0, \frac{\lfloor\beta\rfloor}{\beta-1}]$, that generates all possible expansions of the form $x=\sum_{i=0}^{\infty}\frac{a_i}{\beta^i}$, where…