Related papers: Operator level limit of the circular Jacobi $\beta…
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…
We prove that a usual differential operator is formally the limit of quantum differential operators. For this purpose, we introduce the notion of twisted differential operator of infinite level and prove that, formally, such an object is…
In this paper, we shall find the order of starlikeness and convexity for integral operators \begin{equation*} \mathbb{F}_{\alpha _{j},\beta _{j},\lambda _{j},\zeta }(z)=\left\{ \zeta \int\limits_{0}^{z}t^{\zeta -1}\prod_{j=1}^{n}\left(…
In this paper, we consider the maximum of the $\text{Sine}_\beta$ counting process from its expectation. We show the leading order behavior is consistent with the predictions of log-correlated Gaussian fields, also consistent with work on…
We point out a simple criterion for convergence of polynomials to a concrete entire function in the Laguerre-P\'{o}lya ($\mathcal{LP}$) class (of all functions arising as uniform limits of polynomials with only real roots). We then use this…
The $ \beta $-functions of marginal couplings are known to be closely related to the $ A $-function through Osborn's equation, derived using the local renormalization group. It is possible to derive strong constraints on the…
Three operations on eigenvalues of real/complex/quaternion (corresponding to $\beta=1,2,4$) matrices, obtained from cutting out principal corners, adding, and multiplying matrices can be extrapolated to general values of $\beta>0$ through…
We study one-dimensional random Jacobi operators corresponding to strictly ergodic dynamical systems. In this context, we characterize the spectrum of these operators by non-uniformity of the transfer matrices and the set where the Lyapunov…
We study Ces\`aro $(C,\delta)$ means for two-variable Jacobi polynomials on the parabolic biangle $B=\{(x_1,x_2)\in{\mathbb R}^2:0\leq x_1^2\leq x_2\leq 1\}$. Using the product formula derived by Koornwinder & Schwartz for this polynomial…
We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…
We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed…
In this paper, we focus on the scaling-limit of the random potential $\beta$ associated with the Vertex Reinforced Jump Process (VRJP) on one-dimensional graphs. Moreover, we give a few applications of this scaling-limit. By considering a…
Let $\Lambda=\{\Lambda_0,\Lambda_1,\Lambda_2,\ldots\}$ be the point process that describes the edge scaling limit of either (i) "regular" beta-ensembles with inverse temperature $\beta>0$, or (ii) the top eigenvalues of Wishart or Gaussian…
We present a technique for reconstructing a semi-infinite Jacobi operator in the limit circle case from the spectra of two different self-adjoint extensions. Moreover, we give necessary and sufficient conditions for two real sequences to be…
The multi-indexed Jacobi polynomials are the main part of the eigenfunctions of exactly solvable quantum mechanical systems obtained by certain deformations of the P\"oschl-Teller potential (Odake-Sasaki). By fine-tuning the parameter(s) of…
We describe the asymptotic behavior of the multivariate BC-type Jacobi polynomials as the number of variables and the Young diagram indexing the polynomial go to infinity. In particular, our results describe the approximation of the…
We study a family of optimal control problems under a set of controlled-loss constraints holding at different deterministic dates. The characterization of the associated value function by a Hamilton-Jacobi-Bellman equation usually calls for…
The main goal of this paper is to establish existence, regularity and uniqueness results for the solution of a Hamilton-Jacobi-Bellman (HJB) equation, whose operator is an elliptic integro-differential operator. The HJB equation studied in…
The Gaussian $\beta$-ensemble (G$\beta$E) is a fundamental model in random matrix theory. In this paper, we provide a comprehensive asymptotic description of the characteristic polynomial of the G$\beta$E anywhere in the bulk of the…
In this paper, we first develop a notion of dominated splitting for $\mathbb M(2,\mathbb C)$-sequences and show it is a stable property under $\|\cdot \|_\infty$-perturbation. Then we show an energy parameter belongs to the spectrum of a…