Related papers: On the extremal eigenvalues of Jacobi ensembles at…

We study the eigenvalue problem for a system of fractional $p-$Laplacians, that is, $$ \begin{cases} (-\Delta_p)^r u = \lambda\dfrac{\alpha}p|u|^{\alpha-2}u|v|^{\beta} &\text{in } \Omega,\vspace{.1cm} (-\Delta_p)^s u =…

We study Bessel and Dunkl processes $(X_{t,k})_{t\ge0}$ on $\mathbb R^N$ with possibly multivariate coupling constants $k\ge0$. These processes describe interacting particle systems of Calogero-Moser-Sutherland type with $N$ particles. For…

We prove that given a sequence of homeomorphisms $f_k: \Omega \to \mathbb{R}^n$ convergent in $W^{1,p}(\Omega, \mathbb{R}^n)$, $p \geq 1$ for $n =2$ and $p > n-1$ for $n \geq 3$, to a homeomorphism $f$ which maps sets of measure zero onto…

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,…

In this paper, we prove a polynomial Central Limit Theorem for several integrable models, and for the $\beta$-ensembles at high-temperature with polynomial potential. Furthermore, we connect the mean values, the variances and the…

We discuss some properties of the moduli of smoothness with Jacobi weights that we have recently introduced and that are defined as \[ \omega_{k,r}^\varphi(f^{(r)},t)_{\alpha,\beta,p} :=\sup_{0\leq h\leq t} \left\|…

We consider the beta-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all beta>0 for a general…

The first two terms in the large $N$ asymptotic expansion of the $\beta$ moment of the characteristic polynomial for the Gaussian and Laguerre $\beta$-ensembles are calculated. This is used to compute the asymptotic expansion of the…

Given a bounded domain $\Omega$ in $\mathbb{R}^N$, $N\geq 1$ we study the asymptotic behavior as $\varepsilon \to 0$ of the eigencurves of $$ -\Delta_p u_\varepsilon=\alpha_\varepsilon m(\tfrac{x}{\varepsilon})(u_\varepsilon^+ )^{p-1} -…

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…

The limiting behavior of the eigenvalues of the Toeplitz matrices $T_{n}[\sigma]=(\hat{\sigma}(i-j))$, where $0\leq i,j \leq n$, as $n \to \infty$, is investigated in the case of complex valued functions $\sigma$ defined on the unit circle…

We obtain large $n$ asymptotics of $n \times n$ Hankel determinants whose weight has a one-cut regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where the associated equilibrium measure possesses…

The Jacobi polynomials $\hat{P}_n^{(\alpha,\beta)}(x)$ conform the canonical family of hypergeometric orthogonal polynomials (HOPs) with the two-parameter weight function $(1-x)^\alpha (1+x)^\beta, \alpha,\beta>-1,$ on the interval…

We investigate the large $n$ behavior of Jacobi polynomials with varying parameters $P_{n}^{(an+\alpha,\,bn+\beta)}(1-2\lambda^{2})$ for $a,b >-1$ and $\lambda\in(0,\,1)$. This is a well-studied topic in the literature but some of the…

The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…

The partition function of the random energy model at inverse temperature $\beta$ is a sum of random exponentials $Z_N(\beta)=\sum_{k=1}^N \exp(\beta \sqrt{n} X_k)$, where $X_1,X_2,...$ are independent real standard normal random variables…

We study the extreme point process associated to the off-diagonal components in the matrix representation of the Gaussian $\beta$-Ensemble and prove its convergence to Poisson point process as $n\to +\infty$ when the inverse temperature…

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 prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

We study $\beta$-Jacobi diffusion processes on alcoves in $\mathbb R^N$, depending on 3 parameters. Using elementary symmetric functions, we present space-time-harmonic functions and martingales for these processes $(X_t)_{t\ge0}$ which are…