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By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels given by spectral projections of selfadjoint Sturm-Liouville…

Mathematical Physics · Physics 2016-08-22 Folkmar Bornemann

We consider a random process with discrete time formed by singular values of products of truncations of Haar distributed unitary matrices. We show that this process can be understood as a scaling limit of the Schur process, which gives…

Mathematical Physics · Physics 2020-07-24 Alexei Borodin , Vadim Gorin , Eugene Strahov

It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…

Probability · Mathematics 2014-09-10 Kenneth Maples , Joseph Najnudel , Ashkan Nikeghbali

We give a method for taking microscopic limits of normal matrix ensembles. We apply this method to study the behaviour near certain types of singular points on the boundary of the droplet. Our investigation includes ensembles without…

Probability · Mathematics 2019-10-10 Yacin Ameur , Nam-Gyu Kang , Nikolai Makarov , Aron Wennman

We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…

Complex Variables · Mathematics 2016-12-15 Robert J. Berman

We define a determinantal point process on the complex projective space that reduces to the so-called spherical ensemble for complex dimension 1 under identification of the 2-sphere with the Riemann sphere. Through this determinantal point…

Classical Analysis and ODEs · Mathematics 2017-03-02 Carlos Beltrán , Ujué Etayo

We study a two-dimensional family of probability measures on infinite Gelfand-Tsetlin schemes induced by a distinguished family of extreme characters of the infinite-dimensional unitary group. These measures are unitary group analogs of the…

Representation Theory · Mathematics 2011-03-08 Alexei Borodin , Jeffrey Kuan

We consider determinantal point processes on the $d$-dimensional unit sphere $\mathbb S^d$. These are finite point processes exhibiting repulsiveness and with moment properties determined by a certain determinant whose entries are specified…

Methodology · Statistics 2016-07-14 Jesper Møller , Morten Nielsen , Emilio Porcu , Ege Rubak

In this paper, we will derive the first and 2nd order Wiener chaos decomposition for the multivariate linear statistics of the determinantal point processes associated with the spectral projection kernels on the unit spheres $S^d$. We will…

Probability · Mathematics 2023-01-24 Renjie Feng , Friedrich Götze , Dong Yao

We show that the $\operatorname{Sine}_{\beta}$ point process, defined as the scaling limit of the Circular Beta Ensemble when the dimension goes to infinity, and generalizing the determinantal sine-kernel process, is rigid in the sense of…

Probability · Mathematics 2018-12-19 Reda Chhaibi , Joseph Najnudel

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

Probability · Mathematics 2016-05-05 Alexander I. Bufetov

We study orthogonal polynomial ensembles whose weights are deformations of exponential weights, in the limit of a large number of particles. The deformation symbols we consider affect local fluctuations of the ensemble around a bulk point…

Mathematical Physics · Physics 2025-06-09 Caio E. Candido , Victor Alves , Thomas Chouteau , Charles F. Santos , Guilherme L. F. Silva

Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…

Probability · Mathematics 2015-02-13 Hirofumi Osada , Hideki Tanemura

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

Classical Analysis and ODEs · Mathematics 2009-10-31 Alexei Borodin

We consider a large class of deformations of continuous and discrete biorthogonal ensembles and investigate their behavior in the limit of a large number of particles. We provide sufficient conditions to ensure that if a biorthogonal…

Probability · Mathematics 2025-08-06 Tom Claeys , Guilherme L. F. Silva

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Mathematical Physics · Physics 2009-10-31 Alexei Borodin , Grigori Olshanski

Herein, we address the expectations of frame potentials of three types of determinantal point processes(DPPs) on the d-dimensional unit sphere: (i) spherical ensembles on the 2-dimensional unit sphere; (ii) harmonic ensembles on the…

Probability · Mathematics 2021-05-13 Masatake Hirao

We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…

Probability · Mathematics 2018-08-07 Reda Chhaibi , Joseph Najnudel , Ashkan Nikeghbali

The spherical ensemble is a well-studied determinantal process with a fixed number of points on the sphere. The points of this process correspond to the generalized eigenvalues of two appropriately chosen random matrices, mapped to the…

Probability · Mathematics 2014-07-23 Kasra Alishahi , Mohammadsadegh Zamani
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