Related papers: Lanczos Meets Orthogonal Polynomials
We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of…
We consider random orthonormal polynomials $$ P_{n}(x)=\sum_{i=0}^{n}\xi_{i}p_{i}(x), $$ where $\xi_{0}$, . . . , $\xi_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep_0)$-moments, and…
We consider the approximation of $B^T (A+sI)^{-1} B$ where $A\in\mathbb{R}^{n\times n}$ is large, symmetric positive definite, and has a dense spectrum, and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. Our target application is the computation…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
The time-ordered exponential is defined as the function that solves a system of coupled first-order linear differential equations with generally non-constant coefficients. In spite of being at the heart of much system dynamics, control…
The matrix elements of unitary $SU_q(3)$ corepresentations, which are analogues of the symmetric powers of the natural repesentation, are shown to be the bivariate $q$-Krawtchouk orthogonal polynomials, thus providing an algebraic…
Recursive algebraic construction of two infinite families of polynomials in $n$ variables is proposed as a uniform method applicable to every semisimple Lie group of rank $n$. Its result recognizes Chebyshev polynomials of the first and…
Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate…
We discuss the relationship between the recurrence coefficients of orthogonal polynomials with respect to a semi-classical Laguerre weight and classical solutions of the fourth Painlev\'e equation. We show that the coefficients in these…
The theory of 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 functional-difference…
We calculate connected correlators in Gaussian orthogonal, unitary and symplectic random matrix ensembles by the replica method in the 1/N-expansion. We obtain averaged one-point Green's functions up to the next-to-leading order O(1/N) and…
Over the last decade it has become clear that discrete Painlev\'e equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlev\'e…
The Hungarian physicist Eugene Wigner introduced random matrix models in physics to describe the energy spectra of atomic nuclei. As such, the main goal of Random Matrix Theory (RMT) has been to derive the eigenvalue statistics of matrices…
We show that solutions to Krein systems, the continuous frequency analogue of orthogonal polynomials on the unit circle, generated by an $A_2 (\mathbb{R})$ weight $w$ satisfying $w-1 \in L^1 (\mathbb{R}) + L^2 (\mathbb{R})$, are uniformly…
This paper investigates the notion of Krylov complexity, a measure of operator growth, within the framework of 1-matrix quantum mechanics (1-MQM). Krylov complexity quantifies how an operator evolves over time by expanding it in a series of…
We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…
We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…
Given a non-negative Jacobi matrix describing higher order recurrence relations for multiple orthogonal polynomials of type~II and corresponding linear forms of type I, a general strategy for constructing a pair of stochastic matrices, dual…
Stochastic expansion-based methods of uncertainty quantification, such as polynomial chaos and separated representations, require basis functions orthogonal with respect to the density of random inputs. Many modern engineering problems…
We explore in this paper some orthogonal polynomials which are naturally associated to certain families of coherent states, often referred to as nonlinear coherent states in the quantum optics literature. Some examples turn out to be known…