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We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…

Mathematical Physics · Physics 2014-04-15 Patrick Desrosiers , Dang-Zheng Liu

We obtain spectral inequalities and asymptotic formulae for the discrete spectrum of the operator $\frac12\, \log(-\Delta)$ in an open set $\Omega\in\Bbb R^d$, $d\ge2$, of finite measure with Dirichlet boundary conditions. We also derive…

Spectral Theory · Mathematics 2020-09-23 Ari Laptev , Tobias Weth

We discuss a functional model for multi--diagonal selfadjoint operators with almost periodic coefficients that generalizes the well known model for finite band Jacobi matrices. It give us an opportunity to construct examples of almost…

Spectral Theory · Mathematics 2016-09-07 M. Shapiro , V. Vinnikov , P. Yuditskii

We characterize the spectrum of one-dimensional Jacobi operators H=aS^{+}+a^{-}S^{-}+b in l^{2}(\Z) with quasi-periodic complex-valued algebro-geometric coefficients (which satisfy one (and hence infinitely many) equation(s) of the…

Spectral Theory · Mathematics 2007-05-23 Vladimir Batchenko , Fritz Gesztesy

We prove Lieb-Thirring-type bounds on eigenvalues of non-selfadjoint Jacobi operators, which are nearly as strong as those proven previously for the case of selfadjoint operators by Hundertmark and Simon. We use a method based on…

Spectral Theory · Mathematics 2011-02-22 Marcel Hansmann , Guy Katriel

We study the trace class perturbations of the whole-line, discrete Laplacian and obtain a new bound for the perturbation determinant of the corresponding non-self-adjoint Jacobi operator. Based on this bound, we refine the Lieb--Thirring…

Spectral Theory · Mathematics 2021-01-07 Leonid Golinskii

Strong asymptotics on the whole complex plane of a sequence of monic Jacobi polynomials $P_n^{(\alpha_n, \beta_n)}$ is studied, assuming that $$ \lim_{n\to\infty} \frac{\alpha_n}{n}=A, \qquad \lim_{n\to\infty} \frac{\beta _n}{n}=B, $$ with…

Classical Analysis and ODEs · Mathematics 2007-05-23 A. B. J. Kuijlaars , A. Martinez-Finkelshtein

We extend our results on the fluctuation of the pair counting statistic of the Circular Beta Ensemble $\sum_{i\neq j}f(L_N(\theta_i-\theta_j))$ for arbitrary $\beta>0$ in the mesoscopic regime $L_N=O(N^{2/3-\epsilon})$.

Probability · Mathematics 2021-11-18 Ander Aguirre , Alexander Soshnikov

We study the sequence of monic polynomials $\{S_n\}_{n\geqslant 0}$, orthogonal with respect to the Jacobi-Sobolev inner {product} \;$$ \langle f,g\rangle_{\mathsf{s}}= \int_{-1}^{1} f(x) g(x)\,…

Classical Analysis and ODEs · Mathematics 2023-08-14 Héctor Pijeira-Cabrera , Javier Quintero-Roba , Juan Toribio-Milane

In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show…

Probability · Mathematics 2025-05-13 Wenkui Liu

We study spectral properties of unbounded Jacobi matrices with periodically modulated or blended entries. Our approach is based on uniform asymptotic analysis of generalized eigenvectors. We determine when the studied operators are…

Spectral Theory · Mathematics 2022-04-08 Grzegorz Świderski , Bartosz Trojan

We prove a functional limit theorem in a space of analytic functions for the random Dirichlet series $D(\alpha;z)=\sum_{n\geq 2}(\log n)^{\alpha}(\eta_n+{\rm i} \theta_n)/n^z$, properly scaled and normalized, where…

Probability · Mathematics 2022-11-02 Dariusz Buraczewski , Congzao Dong , Alexander Iksanov , Alexander Marynych

We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining…

Analysis of PDEs · Mathematics 2017-01-31 Antonio Siconolfi , Sahar Zabad

In this paper, the asymptotic distributions of estimators for the regularized functional canonical correlation and variates of the population are derived. The method is based on the possibility of expressing these regularized quantities as…

Statistics Theory · Mathematics 2007-11-29 J. Cupidon , D. S. Gilliam , R. Eubank , F. Ruymgaart

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

We find the exact Bellman function associated to the level-sets of sparse operators acting on characteristic functions.

Classical Analysis and ODEs · Mathematics 2024-03-12 Irina Holmes Fay , Guillermo Rey , Kristina Ana Škreb

We study non-symmetric Jacobi polynomials of type $BC_1$ by means of vector-valued and matrix-valued orthogonal polynomials. The interpretation as matrix-valued orthogonal polynomials allows us to introduce shift operators for the…

Classical Analysis and ODEs · Mathematics 2024-12-10 Max van Horssen , Maarten van Pruijssen

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…

Probability · Mathematics 2019-02-05 Reda Chhaibi , Emma Hovhannisyan , Joseph Najnudel , Ashkan Nikeghbali , Brad Rodgers

The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles. We give a comprehensive proof of the multiplicative chaos…

Probability · Mathematics 2024-07-30 Gaultier Lambert , Joseph Najnudel

In this paper, we consider the second-order differential expression \ell [y](x)=(1-x^2)(-(y'(x))'+k(1-x^2)^(-1)y(x))(x\in(-1,1)). This is the Jacobi differential expression with non-classical parameters {\alpha} = {\beta}= -1 in contrast to…

Classical Analysis and ODEs · Mathematics 2012-05-24 Andrea Bruder , Lance Littlejohn
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