Related papers: Characteristic polynomials of sparse non-Hermitian…

Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under…

Under the mild trace-norm assumptions we show that the eigenvalues of a generic (non Hermitian) complex perturbation of a Jacobi matrix sequence (not necessarily real) are still distributed as the real-valued function $2\cos t$ on…

We study asymptotic behavior of the moments $M_k(\lambda)$ of the sum $X_1+\dots+X_{N_\lambda}$, where $N_\lambda$ follows the Poisson probability distribution with mean value $\lambda$ and $\{X_j\}$ is a family of i.i.d. random variables…

Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

This paper adapts the recently developed rigorous application of the supersymmetric transfer matrix approach for the 1d band matrices to the case of the orthogonal symmetry. We consider $N\times N$ block band matrices consisting of $W\times…

We consider random polynomials of the form $H_n(z)=\sum_{j=0}^n\xi_jq_j(z)$ where the $\{\xi_j\}$ are i.i.d non-degenerate complex random variables, and the $\{q_j(z)\}$ are orthonormal polynomials with respect to a compactly supported…

In this contribution we deal with a varying discrete Sobolev inner product involving the Jacobi weight. Our aim is to study the asymptotic properties of the corresponding orthogonal polynomials and the behavior of their zeros. We are…

We show that as $n$ changes, the characteristic polynomial of the $n\times n$ random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to P\'olya's urn scheme. As a result, we get a random…

The location and asymptotic behaviour for large n of the zeros of exceptional Jacobi and Laguerre polynomials are discussed. The zeros of exceptional polynomials fall into two classes: the regular zeros, which lie in the interval of…

We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…

We investigate asymptotic behavior of polynomials $ Q_n(z) $ satisfying non-Hermitian orthogonality relations $$ \int_\Delta s^kQ_n(s)\rho(s)\dd s =0, \quad k\in\{0,\ldots,n-1\}, $$ where $ \Delta := [-a,a]\cup [-\ic b,\ic b] $, $ a,b>0 $,…

Spectral properties of Jacobi operators $J$ are intimately related to an asymptotic behavior of the corresponding orthogonal polynomials $P_{n}(z)$ as $n\to\infty$. We study the case where the off-diagonal coefficients $a_{n}$ and,…

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

For the random eigenvalues with density corresponding to the Jacobi ensemble $$c \cdot \prod_{i < j} | \lambda_i - \lambda_j |^\beta \prod^n_{i=1} (2 - \lambda_i)^a (2 + \lambda_i)^b I_{(-2,2)} (\lambda_i) $$ $(a, b > -1, \beta > 0) $ a…

We investigate some properties of non-symmetric Jack, Hermite and Laguerre polynomials which occur as the polynomial part of the eigenfunctions for certain Calogero-Sutherland models with exchange terms. For the non-symmetric Jack…

Strong asymptotics on the whole complex plane of a sequence of monic Jacobi polynomials $P_n^{(\alpha_n, \beta_n)}$ is studied, assuming that $$ \lim_{n\to\infty} \frac{\alpha_n}{n}=A, \qquad \lim_{n\to\infty} \frac{\beta _n}{n}=B, $$ with…

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…

We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…