Related papers: Lanczos Meets Orthogonal Polynomials
We present correspondences induced by some classical mappings between measures on an interval and measures on the unit circle. More precisely, we link their sequences of orthogonal polynomial and their recursion coefficients. We also deduce…
We study spectrum of finite truncations of unbounded Jacobi matrices with periodically modulated entries. In particular, we show that under some hypotheses a sequence of properly normalized eigenvalue counting measures converge vaguely to…
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…
Trace estimators allow to approximate thermodynamic equilibrium observables with astonishing accuracy. A prominent representative is the finite-temperature Lanczos method (FTLM) which relies on a Krylov space expansion of the exponential…
This paper reviews Kunchenko's polynomials using as template matching method to recognize template in one-dimensional input signal. Kunchenko's polynomials method is compared with classical methods - cross-correlation and sum of squared…
This paper is concerned with approximating the dominant left singular vector space of a real matrix $A$ of arbitrary dimension, from block Krylov spaces generated by the matrix $AA^T$ and the block vector $AX$. Two classes of results are…
We study the problem of testing whether two tensors in $\mathbb{R}^\ell\otimes \mathbb{R}^m\otimes \mathbb{R}^n$ are isomorphic under the natural action of orthogonal groups $\textbf{O}(\ell, \mathbb{R})\times\textbf{O}(m,…
We present a finite-order system of recurrence relations for a permanent of circulant matrices containing a band of k any-value diagonals on top of a uniform matrix (for k = 1, 2, and 3) as well as the method for deriving such recurrence…
We formulate and prove a general recurrence relation that applies to integrals involving orthogonal polynomials and similar functions. A special case are connection coefficients between two sets of orthonormal polynomials, another example…
The generalisation of continuous orthogonal polynomial ensembles from random matrix theory to the $q$-lattice setting is considered. We take up the task of initiating a systematic study of the corresponding moments of the density from two…
The Razumov-Stroganov conjecture relates the ground-state coefficients in the even-length dense O(1) loop model to the enumeration of fully-packed loop configuration on the square, with alternating boundary conditions, refined according to…
We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…
This is a review of ($q$-)hypergeometric orthogonal polynomials and their relation to representation theory of quantum groups, to matrix models, to integrable theory, and to knot theory. We discuss both continuous and discrete orthogonal…
For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…
We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution…
We extend the concept of Krylov complexity to include general unitary evolutions involving multiple generators. This generalization enables us to formulate a framework for generalized Krylov complexity, which serves as a measure of the…
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a family of random polynomials. This sheds light on the appearance of random matrix statistics in the zeros of the Riemann zeta-function.
We consider orthogonal polynomials on the unit circle with respect to a weight which is a quotient of $q$-gamma functions. We show that the Verblunsky coefficients of these polynomials satisfy discrete Painlev\'e equations, in a Lax form,…