Related papers: Matrix Hermite polynomials, Random determinants an…
Generalizations of the Hermite polynomials to many variables and/or to the complex domain have been located in mathematical and physical literature for some decades. Polynomials traditionally called complex Hermite ones are mostly…
We investigate generalized Laurent multiple orthogonal polynomials on the unit circle satisfying simultaneous orthogonality conditions with respect to $r$ probability measures or linear functionals on the unit circle. We show that these…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
In this paper, Hermite polynomials related to quantum systems with orthogonal O(m)-symmetry, finite reflection group symmetry G < O(m), symplectic symmetry Sp(2n) and superspace symmetry O(m) x Sp(2n) are considered. After an overview of…
We investigate a class of power series occurring in some problems in quantum optics. Their coefficients are either Gegenbauer or Laguerre polynomials multiplied by binomial coefficients. Although their sums have been known for a long time,…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…
Gaussian radial basis functions can be an accurate basis for multivariate interpolation. In practise, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable…
We study the roots of the generalised Hermite polynomials $H_{m,n}$ when both $m$ and $n$ are large. We prove that the roots, when appropriately rescaled, densely fill a bounded quadrilateral region, called the elliptic region, and organise…
We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form $K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt)$, being $(a_n)_n$ independent standard Gaussian random variables. In particular, we prove the…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
Motivated by the connection between the eigenvalues of the complex Ginibre matrix model and the magnetic Laplacian in the complex plane, we derive analogues of the complex Hermite polynomials for the elliptic Ginibre model. To this end, we…
Gaussian Processes (GPs) are a versatile method that enables different approaches towards learning for dynamics and control. Gaussianity assumptions appear in two dimensions in GPs: The positive semi-definite kernel of the underlying…
We introduce and study natural generalisations of the Hermite and Laguerre polynomials in the ring of symmetric functions as eigenfunctions of infinite-dimensional analogues of partial differential operators of Calogero-Moser-Sutherland…
It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
The Chiral Random Matrix Model or the Gaussian Penner Model (generalized Laguerre ensemble) is re-examined in the light of the results which have been found in double well matrix models [D97,BD99] and subtleties discovered in the single…
In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…
We propose a general method to construct symmetric tensor polynomials in the D-dimensional Euclidean space which are orthonormal under a general weight. The D-dimensional Hermite polynomials are a particular case of the present ones for the…
We consider a generalization of the classical Hermite polynomials by the addition of terms involving derivatives in the inner product. This type of generalization has been studied in the literature from the point of view of the algebraic…