Related papers: Operator level limit of the circular Jacobi $\beta…
Ram\'irez and Rider (2009) established that the hard edge of the spectrum of the $\beta$-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…
We study $\beta$-Jacobi diffusion processes on alcoves in $\mathbb R^N$, depending on 3 parameters. Using elementary symmetric functions, we present space-time-harmonic functions and martingales for these processes $(X_t)_{t\ge0}$ which are…
We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…
Using numerical, theoretical and general methods, we construct evaluation formulas for the Jacobi $\theta$ functions. Some of our results are conjectures, but are verified numerically.
We study limiting distribution of pair counting statistics of the form $ \sum_{1\leq i\neq j\leq N} f(L_N\*(\theta_i-\theta_j))$ for the circular $\beta$-ensemble (C$\beta$E) of random matrices for sufficiently smooth test function $f$ and…
Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{\delta,\beta}^{(n)} \prod_{1\leq…
For a beta-Jacobi ensemble determined by parameters a_1, a_2 and n, under the restriction that the three parameters go to infinity with n and a_1 being of small orders of a_2, we obtain both the bulk and the edge scaling limits. In…
In this paper we consider a problem of the similarity of complex symmetric operators to perturbations of restrictions of normal operators. For a subclass of cyclic complex symmetric operators in a finite-dimensional Hilbert space we prove…
We develop operator-theoretic and cohomological tools for quaternionic quasi-Lie structures, with sliding mode control as a motivating application. Three main results are established. First, an exact operator-norm transfer under the…
We present a unified approach to a couple of central limit theorems for radial random walks on hyperbolic spaces and time-homogeneous Markov chains on the positive half line whose transition probabilities are defined in terms of the Jacobi…
The universality of renormalization group limit cycle behavior is illustrated with a simple discrete Hamiltonian model. A non-perturbative renormalization group equation for the model is soluble analytically at criticality and exhibits one…
We obtain matrix-valued Jost asymptotics for block Jacobi matrices under an L1-type condition on Jacobi parameters, and give a necessary and sufficient condition for an analytic matrix-valued function to be the Jost function of a block…
We develop direct and inverse scattering theory for Jacobi operators with steplike coefficients which are asymptotically close to different finite-gap quasi-periodic coefficients on different sides. We give a complete characterization of…
The paper studies the global convergence of the block Jacobi me\-thod for symmetric matrices. Given a symmetric matrix $A$ of order $n$, the method generates a sequence of matrices by the rule $A^{(k+1)}=U_k^TA^{(k)}U_k$, $k\geq0$, where…
We form the Jacobi theta distribution through discrete integration of exponential random variables over an infinite inverse square law surface. It is continuous, supported on the positive reals, has a single positive parameter, is unimodal,…
The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…
In this paper we study a generalization of the class of orthogonal polynomials on the real line. These polynomials satisfy the following relation: $(J_5 - \lambda J_3) \vec p(\lambda) = 0$, where $J_3$ is a Jacobi matrix and $J_5$ is a…
We develop a general theory of jump operators, which is intended to provide an abstraction of the notion of "limit-computability" on represented spaces. Jump operators also provide a framework with a strong categorical flavor for…
Jacobi's $\theta$ function has numerous applications in mathematics and computer science; a naive algorithm allows the computation of $\theta(z,\tau)$, for $z, \tau$ verifying certain conditions, with precision $P$ in $O(\mathcal{M}(P)…
We consider the periodic Jacobi operator $J$ with finitely supported perturbations on the half-lattice. We describe all eigenvalues and resonances of $J$ and give their properties. We solve the inverse resonance problem: we prove that the…