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Recently subclasses of polynomial ensembles for additive and multiplicative matrix convolutions were identified which were called P\'olya ensembles (or polynomial ensembles of derivative type). Those ensembles are closed under the…

Probability · Mathematics 2020-11-03 Mario Kieburg

Multiple orthogonal polynomials are traditionally studied because of their connections to number theory and approximation theory. In recent years they were found to be connected to certain models in random matrix theory. In this paper we…

Probability · Mathematics 2010-07-30 Arno B. J. Kuijlaars

We study several kinds of polynomial ensembles of derivative type which we propose to call P\'olya ensembles. These ensembles are defined on the spaces of complex square, complex rectangular, Hermitian, Hermitian anti-symmetric and…

Probability · Mathematics 2021-10-25 Yanik-Pascal Förster , Mario Kieburg , Holger Kösters

Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…

Classical Analysis and ODEs · Mathematics 2015-01-20 Arno B. J. Kuijlaars

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

We introduce a new family of multiple orthogonal polynomials satisfying orthogonality conditions with respect to two weights $(w_1,w_2)$ on the positive real line, with $w_1(x)=x^\alpha e^{-x}$ the gamma density and $w_2(x) = x^\alpha…

Classical Analysis and ODEs · Mathematics 2023-08-15 Walter Van Assche , Thomas Wolfs

We investigate several families of multiple orthogonal polynomials associated with weights for which the moment generating functions are hypergeometric series with slightly varying parameters. The weights are supported on the unit interval,…

Classical Analysis and ODEs · Mathematics 2024-04-18 Thomas Wolfs

We derive formulas for characterizing bounded orthogonally additive polynomials in two ways. Firstly, we prove that certain formulas for orthogonally additive polynomials derived in \cite{Kusa} actually characterize them. Secondly, by…

Functional Analysis · Mathematics 2018-03-21 Gerard Buskes , Christopher Schwanke

We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…

Probability · Mathematics 2007-05-23 Wolfgang Koenig

Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…

Mathematical Physics · Physics 2020-11-11 Gernot Akemann , Eugene Strahov , Tim R. Würfel

The theory of polynomials orthogonal with respect to one inner product is classical. We discuss the extension of this theory to multiple inner products. Examples include the Lam\'e and Heine-Stieltjes polynomials.

Quantum Algebra · Mathematics 2013-04-17 Giovanni Felder , Thomas Willwacher

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

We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

Mathematical Physics · Physics 2007-05-23 A. Borodin , E. Strahov

Multiple orthogonal polynomials (MOP) are a non-definite version of matrix orthogonal polynomials. They are described by a Riemann-Hilbert matrix Y consisting of four blocks Y_{1,1}, Y_{1,2}, Y_{2,1} and Y_{2,2}. In this paper, we show that…

Classical Analysis and ODEs · Mathematics 2009-07-02 Steven Delvaux

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

A polynomial ensemble is a probability density function for the position of $n$ real particles of the form $\frac{1}{Z_n} \, \prod_{j<k} (x_k-x_j) \, \det \left[ f_k (x_j) \right]_{j,k=1}^n$, for certain functions $f_1, \ldots, f_n$. Such…

Probability · Mathematics 2019-03-22 Arno B. J. Kuijlaars

In this paper, we prove that biorthogonal ensembles on the real line with a specific derivative structure admit an explicit correlation kernel of double contour integral form. We will demonstrate that this expression is a valuable starting…

Mathematical Physics · Physics 2026-03-05 Tom Claeys , Jiyuan Zhang

This paper addresses two primary objectives in the realm of classical multiple orthogonal polynomials with an arbitrary number of weights. Firstly, it establishes new and explicit hypergeometric expressions for type I Hahn multiple…

Classical Analysis and ODEs · Mathematics 2024-07-23 Amílcar Branquinho , Juan EF Díaz , Ana Foulquié-Moreno , Manuel Mañas , Thomas Wolfs

The purpose of this work is to analyse a family of mutually orthogonal polynomials on the unit ball with respect to an inner product which includes an additional term on the sphere. First, we will get connection formulas relating classical…

Classical Analysis and ODEs · Mathematics 2016-02-24 Clotilde Martínez , Miguel A. Piñar

In this paper we introduce and discuss some classes of orthogonal polynomials in several non-commuting variables. The emphasis is on a non-commutative version of the orthogonal polynomials on the real line. We introduce recurrence equations…

Functional Analysis · Mathematics 2007-05-23 T. Constantinescu
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