Related papers: Relations between moments for the Jacobi and Cauch…
In a recent work Killip and Nenciu gave random recurrences for the characteristic polynomials of certain unitary and real orthogonal upper Hessenberg matrices. The corresponding eigenvalue p.d.f.'s are beta-generalizations of the classical…
Examples of the $\beta$-Jacobi ensemble specify the joint distribution of the transmission eigenvalues in scattering problems. In this context, there has been interest in the distribution of the trace, as the trace corresponds to the…
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…
We investigate rates of convergence for two approximation schemes of time-independent and time-dependent Hamilton-Jacobi equ-ations with Kirchoff junction conditions. We analyze the vanishing viscosity limit and monotone finite-difference…
In this paper, we are interested in the free Jacobi process starting at the unit of the compressed probability space where it takes values and associated with the parameter values $\lambda=1, \theta =1/2$. Firstly, we derive a…
Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…
The statistics of the smallest eigenvalue of Wishart-Laguerre ensemble is important from several perspectives. The smallest eigenvalue density is typically expressible in terms of determinants or Pfaffians. These results are of utmost…
The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…
The Bernoulli convolution associated to the real $\beta>1$ and the probability vector $(p_0,..,p_{d-1})$ is a probability measure $\eta_{\beta,p}$ on $\mathbb R$, solution of the self-similarity relation…
Embedded random matrix ensembles with $k$-body interactions are well established to be appropriate for many quantum systems. For these ensemble the two point correlation function is not yet derived though these ensembles are introduced 50…
In this note we investigate the discrete spectrum of Jacobi matrix corresponding to polynomials defined by recurrence relations with periodic coefficients. As examples we consider a)the case when period $N$ of coefficients of recurrence…
We compute the large size limit of the moment formula derived in \cite{DHS} for the Hermitian Jacobi process at fixed time. Our computations rely on the polynomial division algorithm which allows to obtain cancellations similar to those…
This paper investigates properties of the sequence of coefficients $(\beta_n)_{n\geq0}$ in the recurrence relation satisfied by the sequence of monic symmetric polynomials, orthogonal with respect to the symmetric sextic Freud weight…
In this manuscript we study tridiagonal random matrix models related to the classical $\beta$-ensembles (Gaussian, Laguerre, Jacobi) in the high temperature regime, i.e. when the size $N$ of the matrix tends to infinity with the constraint…
We obtain matching direct and inverse theorems for the degree of weighted $L_p$-approximation by polynomials with the Jacobi weights $(1-x)^\alpha (1+x)^\beta$. Combined, the estimates yield a constructive characterization of various…
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…
Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…
We characterize probability measure with finite moment of any order in terms of the symmetric difference operators of their Fourier transforms. By using our new characterization, we prove the continuity $f(t,v)\in C((0, \infty),L^1_{2k-2…
Let $\beta \equiv \{ \beta_\mathbf{i} \}_{\mathbf{i} \in \mathbb{Z}_+^d}$ be a $d$-dimensional multisequence. Curto and Fialkow, have shown that if the infinite moment matrix $M(\beta)$ is finite-rank positive semidefinite, then $\beta$ has…