Related papers: Elementary symmetric polynomials and martingales f…
It is known that the elementary symmetric polynomials $e_k(x)$ have the property that if $ x, y \in [0,\infty)^n$ and $e_k(x) \leq e_k(y)$ for all $k$, then $||x||_p \leq ||y||_p$ for all real $0\leq p \leq 1$, and moreover $||x||_p \geq…
We use precise asymptotic expansions for Jacobi functions $\phi^{(\alpha,\beta)}_\lambda$ parameters $\alpha$, $\beta$ satisfying $\alpha>1/2$, $\alpha>\beta>-1/2$, to generalizing classical H\"ormander-type multiplier theorem for the…
We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…
In this paper, we investigate the trigonometric Heckman-Opdam polynomials of type $A_1$. We establish connections with ultraspherical polynomials and derive an explicit expression for the associated Poisson kernel. Using the product…
We study the growth of Laplacian eigenfunctions $ -\Delta \phi_k = \lambda_k \phi_k$ on compact manifolds $(M,g)$. H\"ormander proved sharp polynomial bounds on $\| \phi_k\|_{L^{\infty}}$ which are attained on the sphere. On a `generic'…
We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
For a sequence $P=(p_n(x))_{n=0}^{\infty}$ of polynomials $p_n(x)$, we study the $K$-tuple and $L$-shifted exponential lacunary generating functions $\mathcal{G}_{K,L}(\lambda;x):=\sum_{n=0}^{\infty}\frac{\lambda^n}{n!} p_{n\cdot K+L}(x)$,…
We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…
Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…
We introduce $\mathcal{B}_{\kappa}$-embeddings, nonlinear mathematical structures that connect, through smooth paths parameterized by $\kappa$, a finite or denumerable set of objects at $\kappa=0$ (e.g. numbers, functions, vectors,…
In Part 1 we study the spherical functions on compact symmetric pairs of arbitrary rank under a suitable multiplicity freeness assumption and additional conditions on the branching rules. The spherical functions are taking values in the…
We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…
We investigate some properties of non-symmetric Jack, Hermite and Laguerre polynomials which occur as the polynomial part of the eigenfunctions for certain Calogero-Sutherland models with exchange terms. For the non-symmetric Jack…
The $(-1)$-Jacobi, Bannai-Ito, and $(-1)$-Meixner-Pollaczek polynomials are studied in [Trans. Amer. Math. Soc. 364 (2012), 5491-5507], [Adv. Math. 229 (2012), 2123-2158], and [Stud. Appl. Math. 153 (2024), e12728], respectively, through…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
In an isomorphic copy of the ring of symmetric polynomials we study some families of polynomials which are indexed by rational weight vectors. These families include well known symmetric polynomials, such as the elementary, homogeneous, and…