Related papers: Strong asymptotic behavior of multi-orthogonal pol…
Given a bivariate weight function defined on the positive quadrant of $\mathbb{R}^2$, we study polynomials in two variables orthogonal with respect to varying measures obtained by special modifications of this weight function. In…
Based on the multivariate saddle point method we study the asymptotic behavior of the characteristic polynomials associated to Wishart type random matrices that are formed as products consisting of independent standard complex Gaussian and…
A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this…
This semi-expository paper surveys results concerning three classes of orthogonal polynomials: in one non-hermitian variable, in several isometric non-commuting variables, and in several hermitian non-commuting variables. The emphasis is on…
We extend a general result showing that the asymptotic behavior of high moments, factorial or standard, of random variables, determines the asymptotically normality, from the one dimensional to the multidimensional setting. This approach…
We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
We look at the asymptotic behavior of the coefficients of the $q$-binomial coefficients (or Gaussian polynomials) $\binom{a+k}{k}_q$, when $k$ is fixed. We give a number of results in this direction, some of which involve Eulerian…
The paper explores various special functions which generalize the two-parametric Mittag-Leffler type function of two variables. Integral representations for these functions in different domains of variation of arguments for certain values…
It is a very hard task to compute an exact solution for the differential equations, with differences, system that allows the determination of the M|M|m|m system transient probabilities. The respective complexity grows with m. The…
In this paper we study asymptotic behaviour of a growth process generated by a semi-deterministic variant of cooperative sequential adsorption model (CSA). This model can also be viewed as a particular queueing system with local…
We obtain some results on the asymptotic behaviour of Geometric polynomials in both the complex plane minus $[-1,0]$ and the interval $(-1,0)$. We also find the distance of consecutive zeros of these polynomials in the bulk of the interval…
We describe a Riemann-Hilbert problem for a family of $q$-orthogonal polynomials, $\{ P_n(x) \}_{n=0}^\infty$, and use it to deduce their asymptotic behaviours in the limit as the degree, $n$, approaches infinity. We find that the…
We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…
Two-dimensional Coulomb gases on an annulus at a special inverse temperature $\beta = 2$ are studied by using the orthogonal polynomial method borrowed from the theory of random matrices. The correlation functions among the Coulomb gas…
We present an asymptotic analysis of the Verblunsky coefficients for the polynomials orthogonal on the unit circle with the varying weight $e^{-nV(\cos x)}$, assuming that the potential $V$ has four bounded derivatives on $[-1,1]$ and the…
In this short lecture, we compute asymptotics of orthogonal polynomials, from a saddle point approximation. This is an example of a calculation which shows the link between integrability, algebraic geometry and random matrices.
We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The exponential server (with a rate independent of the type of…
We consider the asymptotic behavior of the second mixed moment of the characteristic polynomials of the 1D Gaussian band matrices, i.e. of the hermitian matrices $H_n$ with independent Gaussian entries such that $<…
We define the non-commutative multiple bi-orthogonal polynomial systems, which simultaneously generalize the concepts of multiple orthogonality, matrix orthogonal polynomials and of the bi-orthogonality. We present quasideterminantal…
We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity. We…