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Based on the multivariate saddle point method we study the asymptotic behavior of the characteristic polynomials associated to Wishart type random matrices that are formed as products consisting of independent standard complex Gaussian and…

Classical Analysis and ODEs · Mathematics 2014-07-11 Thorsten Neuschel , Dries Stivigny

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…

Probability · Mathematics 2008-06-05 Holger Kösters

Hybrid Euler-Hadamard products have previously been studied for the Riemann zeta function on its critical line and for Dirichlet L-functions in the context of the calculation of moments and connections with Random Matrix Theory. According…

Number Theory · Mathematics 2012-11-06 H. M. Bui , J. P. Keating

In this paper we compute the asymptotic behavior of the recurrence coefficients for polynomials orthogonal with respect to a logarithmic weight $w(x){\rm d}x = \log \frac{2k}{1-x}{\rm d}x$ on $(-1,1)$, $k > 1$, and verify a conjecture of…

Classical Analysis and ODEs · Mathematics 2018-06-13 Thomas Oliver Conway , Percy Deift

Using a recently developed method for proving asymptotics via orthogonal polynomial duality arXiv:2305.17602, we prove that the dynamic ASEP introduced in arXiv:1701.05239 has asymptotics which are either distributed as the Tracy--Widom…

Probability · Mathematics 2024-09-04 Jeffrey Kuan , Zhengye Zhou

Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…

Probability · Mathematics 2014-11-14 Kirk Swanson , Steven J. Miller , Kimsy Tor , Karl Winsor

We consider the limiting process that arises at the hard edge of Muttalib--Borodin ensembles. This point process depends on $\theta > 0$ and has a kernel built out of Wright's generalized Bessel functions. In a recent paper, Claeys, Girotti…

Mathematical Physics · Physics 2019-07-01 Christophe Charlier , Jonatan Lenells , Julian Mauersberger

Asymptotic freeness of independent Haar distributed unitary matrices was discovered by Voiculescu. Many refinements have been obtained, including strong asymptotic freeness of random unitaries and strong asymptotic freeness of random…

Probability · Mathematics 2024-07-16 Charles Bordenave , Benoit Collins

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

Probability · Mathematics 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

We consider the large-$N$ asymptotics of a system of discrete orthogonal polynomials on an infinite regular lattice of mesh $\frac{1}{N}$, with weight $e^{-NV(x)}$, where $V(x)$ is a real analytic function with sufficient growth at…

Mathematical Physics · Physics 2010-07-07 Pavel Bleher , Karl Liechty

We characterise asymptotic behaviour of families of symmetric orthonormal polynomials whose recursion coefficients satisfy certain conditions, satisfied for example by the (normalised) Hermite polynomials. More generally, these conditions…

Classical Analysis and ODEs · Mathematics 2016-08-31 Aleksandar Ignjatovic

We discuss the relationship between ratio asymptotics for general orthogonal polynomials and the asymptotics of the associated Bergman shift operator. More specifically, we consider the case in which a measure is supported on an infinite…

Classical Analysis and ODEs · Mathematics 2021-08-11 Brian Simanek

We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey Szeg\H{o}'s strong limit theorem. If $t=0$,…

Mathematical Physics · Physics 2019-12-19 T. Claeys , A. Its , I. Krasovsky

We consider polynomials orthogonal on $[0,\infty)$ with respect to Laguerre-type weights $w(x)=x^\alpha e^{-Q(x)}$, where $\alpha>-1$ and where $Q$ denotes a polynomial with positive leading coefficient. The main purpose of this paper is to…

Classical Analysis and ODEs · Mathematics 2007-05-23 M. Vanlessen

We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…

Mathematical Physics · Physics 2016-02-17 Seung-Yeop Lee , Roman Riser

Let $D^-$ and $D^+$ be properly immersed closed locally convex subsets of a Riemannian manifold with pinched negative sectional curvature. Using mixing properties of the geodesic flow, we give an asymptotic formula as $t\to+\infty$ for the…

Differential Geometry · Mathematics 2016-02-03 Jouni Parkkonen , Frédéric Paulin

We consider the asymptotics of orthogonal polynomials for measures that are differentiable, but not necessarily analytic, multiplicative perturbations of Jacobi-like measures supported on disjoint intervals. We analyze the Fokas-Its-Kitaev…

Classical Analysis and ODEs · Mathematics 2026-01-30 Thomas Trogdon

We show that averages on geometrically finite Fuchsian groups, when embedded via a representation into a space of matrices, have a homogeneous asymptotic limit under appropriate scaling. This generalizes some of the results of Maucourant to…

Representation Theory · Mathematics 2020-06-02 Tamir Hemo

We consider a generalization of the classical Hermite polynomials by the addition of terms involving derivatives in the inner product. This type of generalization has been studied in the literature from the point of view of the algebraic…

Classical Analysis and ODEs · Mathematics 2009-09-04 M. Alfaro , J. J. Moreno-Balcazar , A. Pena , M. L. Rezola

We discuss semiclassical asymptotics for the eigenvalues of the Witten Laplacian for compact manifolds with boundary in the presence of a general Riemannian metric. To this end, we modify and use the variational method suggested by…

Spectral Theory · Mathematics 2008-03-18 Nilufer Koldan , Igor Prokhorenkov , Mikhail Shubin