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We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a…

Probability · Mathematics 2013-09-24 Antonio Lerario , Erik Lundberg

The primary purpose of this article is to study the asymptotic and numerical estimates in detail for higher degree polynomials in $\pi(x)$ having a general expression of the form, \begin{align*} P(\pi(x)) - \frac{e x}{\log x} Q(\pi(x/e)) +…

General Mathematics · Mathematics 2024-08-20 Subham De

As a generalization of Hermite interpolation problem, Birkhoff interpolation is an important subject in numerical approximation. This paper generalizes the existing Generalized Recursive Polynomial Interpolation Algorithm (GRPIA) that is…

Numerical Analysis · Mathematics 2026-01-29 Xue Jiang , Yuanhe Li , Zhe Li

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…

Probability · Mathematics 2008-06-05 Holger Kösters

In this work, we study the Hermite interpolation on $n$-dimensional non-equally spaced, rectilinear grids over a field $\Bbbk $ of characteristic zero, given the values of the function at each point of the grid and the partial derivatives…

A multidimesional function $y(\vec r)$ defined by a sample of points $\{\vec r_i,y_i\}$ is approximated by a differentiable function $\widetilde y(\vec r)$. The problem is solved by using the Gauss-Hermite folding method developed in the…

Computational Physics · Physics 2007-05-23 Krzysztof Pomorski

Ulmer and Kaissl formulas for the deconvolution of one-dimensional Gaussian kernels are generalized to the three-dimensional case. The generalization is based on the use of the scalar version of the Grad's multivariate Hermite polynomials…

Data Analysis, Statistics and Probability · Physics 2019-09-24 Z. K. Silagadze

For the generalized Jacobi, Laguerre and Hermite polynomials $P_n^{(\alpha_n, \beta_n)} (x), L_n^{(\alpha_n)} (x),$\break $H_n^{(\gamma_n)} (x)$ the limit distributions of the zeros are found, when the sequences $\alpha_n$ or $\beta_n$ tend…

Classical Analysis and ODEs · Mathematics 2016-09-06 Holger Dette , William J. Studden

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…

Numerical Analysis · Mathematics 2021-04-07 Lorella Fatone , Daniele Funaro , Gianmarco Manzini

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

Mathematical Physics · Physics 2015-08-27 Peter J. Forrester , Taro Nagao

We consider the complex Elliptic Ginibre Ensemble, a family of random matrix models introduced by Girko that interpolates between the Ginibre Ensemble and the Gaussian Unitary Ensemble and such that its empirical spectral measure converges…

Probability · Mathematics 2025-05-15 Quentin François , David García-Zelada

In this paper we use a set of partial differential equations to prove an expansion theorem for multiple complex Hermite polynomials. This expansion theorem allows us to develop a systematic and completely new approach to the complex Hermite…

Complex Variables · Mathematics 2019-05-10 Zhi-Guo Liu

It appears that, along with many of my friends and colleagues, I had been brainwashed by the great and tragic lives of Abel and Galois to believe that no general formulas are possible for roots of equations higher than quartic. This seemed…

Classical Analysis and ODEs · Mathematics 2016-09-06 M. Lawrence Glasser

In this paper we present a generalization of the classical Hermite polynomials to the framework of Clifford-Dunkl operators. Several basic properties, such as orthogonality relations, recurrence formulae and associated differential…

Complex Variables · Mathematics 2011-02-11 Minggang Fei , Paula Cerejeiras , Uwe Kähler

We consider a quaternionic analogue of the univariate complex Hermite polynomials and study some of their analytic properties in some detail. We obtain their integral representation as well as the operational formulas of exponential and…

Complex Variables · Mathematics 2018-03-28 Amal El Hamyani , Allal Ghanmi

The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection…

Mathematical Physics · Physics 2009-10-31 N. S. Witte , P. J. Forrester , Christopher M. Cosgrove

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…

Mathematical Physics · Physics 2015-12-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Piotr Warchoł

A class of generalized complex polynomials of Hermite type, suggested by a special magnetic Schrodinger operator, is introduced and some related basic properties are discussed.

Classical Analysis and ODEs · Mathematics 2015-05-13 Allal Ghanmi

We consider a class of generalized binomials emerging in fractional calculus. After establishing some general properties, we focus on a particular yet relevant case, for which we provide several ready-for-use combinatorial identities,…

Combinatorics · Mathematics 2020-10-13 Mirko D'Ovidio , Anna Chiara Lai , Paola Loreti

Assuming that both a function and its Fourier transform are dominated by a Gaussian of large variance, it is shown that the Hermite coefficients of the function decay exponentially. A sharp estimate for the rate of exponential decay is…

Analysis of PDEs · Mathematics 2008-01-16 M. K. Vemuri
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