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We study orthogonal polynomials with periodically modulated recurrence coefficients when $0$ lies on the hard edge of the spectrum of the corresponding periodic Jacobi matrix. In particular, we show that their orthogonality measure is…

Classical Analysis and ODEs · Mathematics 2024-07-31 Grzegorz Świderski , Bartosz Trojan

We consider probability measures on the real line or unit circle with Jacobi or Verblunsky coefficients satisfying an $\ell^p$ condition and a generalized bounded variation condition. This latter condition requires that a sequence can be…

Spectral Theory · Mathematics 2011-12-19 Milivoje Lukic

Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…

Probability · Mathematics 2019-06-18 Adrien Hardy

In a high temperature regime, it was shown in Trinh--Trinh (\emph{J.\ Stat.\ Phys.}\ \textbf{185}(1), Paper No.\ 4, 15 (2021)) that the empirical distribution of beta Jacobi ensembles converges to a limiting probability measure which is…

Probability · Mathematics 2023-05-23 Fumihiko Nakano , Hoang Dung Trinh , Khanh Duy Trinh

One way to look for complex behaviours in many-body quantum systems is to let the number $N$ of degrees of freedom become large and focus upon collective observables. Mean-field quantities scaling as $1/N$ tend to commute, whence complexity…

Quantum Physics · Physics 2015-10-29 F. Benatti , F. Carollo , R. Floreanini

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…

Probability · Mathematics 2019-07-23 Kurt Johansson , Gaultier Lambert

We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant…

Functional Analysis · Mathematics 2007-05-23 I. V. Krasovsky

We study solutions of three-term recurrence relations whose $N$-step transfer matrices belong to the uniform Stolz class. In particular, we derive the first order of their uniform asymptotics. For orthonormal polynomials we show more.…

Classical Analysis and ODEs · Mathematics 2020-03-05 Grzegorz Świderski , Bartosz Trojan

For arbitrary $\beta > 0$, we use the orthogonal polynomials techniques developed by R. Killip and I. Nenciu to study certain linear statistics associated with the circular and Jacobi $\beta$ ensembles. We identify the distribution of these…

Probability · Mathematics 2009-11-13 E. Ryckman

Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the circular Jacobi $\beta$-ensemble, which is a generalization of the Dyson circular $\beta$-ensemble but equipped with an additional parameter $b$, and further studied…

Probability · Mathematics 2014-08-05 Dang-Zheng Liu

We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…

Mesoscale and Nanoscale Physics · Physics 2018-05-29 M. S. Hussein , J. G. G. S. Ramos

In this paper we study mesoscopic fluctuations for Dyson's Brownian motion with $\beta=2$. Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from…

Mathematical Physics · Physics 2013-12-17 Maurice Duits , Kurt Johansson

The theory of bi-orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to…

Classical Analysis and ODEs · Mathematics 2007-05-23 P. J. Forrester , N. S. Witte

We consider mesoscopic fluctuations of the Coulomb drag coefficient $\rho_D$ in the system of two separated two-dimensional electron gases. It is shown that at low temperatures sample to sample fluctuations of $\rho_D$ exceed its ensemble…

Condensed Matter · Physics 2009-10-31 B. N. Narozhny , I. L. Aleiner

We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum…

Probability · Mathematics 2015-10-21 Christian Webb

In this note we study the number of real roots of a wide class of random orthogonal polynomials with gaussian coefficients. Using the method of Wiener Chaos we show that the fluctuation in the bulk is asymptotically gaussian, even when the…

Probability · Mathematics 2021-11-18 Yen Do , Hoi H. Nguyen , Oanh Nguyen , Igor E. Pritsker

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

Probability · Mathematics 2022-10-28 Pax Kivimae

The main aim of this short paper is to advertize the Koosis theorem in the mathematical community, especially among those who study orthogonal polynomials. We (try to) do this by proving a new theorem about asymptotics of orthogonal…

Mathematical Physics · Physics 2007-05-23 F. Nazarov , A. Volberg , P. Yuditskii

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

We study, analytically and numerically, mesoscopic fluctuations of the off-diagonal matrix elements of the orbital angular momentum between the nearest energy levels $i=(n_{x},n_{y}) $ and $f=(k_{x},k_{y}) $ in a rectangular box with…

Mesoscale and Nanoscale Physics · Physics 2009-09-29 M. X. Lou , J. M. A. S. P. Wickramasinghe , R. A. Serota