Related papers: Matrix Hermite polynomials, Random determinants an…
Extending work of Bielawski-Dancer and Konno, we develop a theory of toric hyperkahler varieties, which involves toric geometry, matroid theory and convex polyhedra. The framework is a detailed study of semi-projective toric varieties,…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
The study of Hermitian forms on a real reductive group $G$ gives rise, in the unequal rank case, to a new class of Kazhdan-Lusztig-Vogan polynomials. These are associated with an outer automorphism $\delta$ of $G$, and are related to…
The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally,…
We solve Lehmer's problem for a class of polynomials arising from Hermitian matrices over the Eisenstein and Gaussian integers, that is, we show that all such polynomials have Mahler measure at least Lehmer's number \tau_0 = 1.17628... .
Certifying the positivity of trigonometric polynomials is of first importance for design problems in discrete-time signal processing. It is well known from the Riesz-Fej\'ez spectral factorization theorem that any trigonometric univariate…
We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…
We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…
We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…
We provide explicit formulas for the orthogonal eigenfunctions of the supersymmetric extension of the rational Calogero-Moser-Sutherland model with harmonic confinement, i.e., the generalized Hermite (or Hi-Jack) polynomials in superspace.…
We present an algebraic construction of the orthogonal eigenfunctions of the supersymmetric extension of the rational Calogero-Moser-Sutherland model with harmonic confinement. These eigenfunctions are the superspace extension of the…
We present a general, asymptotical solution for the discretised harmonic oscillator. The corresponding Schr\"odinger equation is canonically conjugate to the Mathieu differential equation, the Schr\"odinger equation of the quantum pendulum.…
We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…
Classically, a single weight on an interval of the real line leads to moments, orthogonal polynomials and tridiagonal matrices. Appropriately deforming this weight with times t=(t_1,t_2,...), leads to the standard Toda lattice and…
Multiple Hermite polynomials are an extension of the classical Hermite polynomials for which orthogonality conditions are imposed with respect to $r>1$ normal (Gaussian) weights $w_j(x)=e^{-x^2+c_jx}$ with different means $c_j/2$, $1 \leq j…
We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex…
Generalizing previous work of Hora (1998) on the asymptotic spectral analysis for the Hamming graph $H(n,q)$ which is the $n^{\mathrm{th}}$ Cartesian power $K_q^{\square n}$ of the complete graph $K_q$ on $q$ vertices, we describe the…
We establish an unexpected phenomenon of strong regularization along normal convergence on Wiener chaoses. For every sequence of chaotic random variables, convergence in law to the Gaussian distribution is upgraded to superconvergence: the…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
We study Wronskians of Hermite polynomials labelled by partitions and use the combinatorial concepts of cores and quotients to derive explicit expressions for their coefficients. These coefficients can be expressed in terms of the…