Related papers: Orthogonal Polynomials and Exact Correlation Funct…
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 present a five-step method for the calculation of eigenvalue correlation functions for various ensembles of real random matrices, based upon the method of (skew-) orthogonal polynomials. This scheme systematises existing methods and also…
We introduce and develop a theory of orthogonality with respect to Sobolev inner products on the real line for sequences of functions with a tridiagonal, skew-Hermitian differentiation matrix. While a theory of such L2-orthogonal systems is…
The effective formulas reducing the two-dimensional Hermite polynomials to the classical (one-dimensional) orthogonal polynomials are given. New one-parameter generating functions for these polynomials are derived. Asymptotical formulas for…
Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalues, and is of practical interest because of wide range of applications in fields such as structural…
A hypergeometric type equation satisfying certain conditions defines either a finite or an infinite system of orthogonal polynomials. We present in a unified and explicit way all these systems of orthogonal polynomials, the associated…
Two-dimensional Coulomb gases on an annulus at a special inverse temperature $\beta = 2$ are studied by using the orthogonal polynomial method borrowed from the theory of random matrices. The correlation functions among the Coulomb gas…
For a restricted class of potentials (harmonic+Gaussian potentials), we express the resolvent integral for the correlation functions of simple traces of powers of complex matrices of size $N$, in term of a determinant; this determinant is…
We investigate a type of Hermite orthogonal polynomials on $r$ lines in the plane which have a common point at the origin and endpoints at the $r$ roots of unity and we show that their related Hermite functions are eigenfunctions of a…
In Part 1 we study the spherical functions on compact symmetric pairs of arbitrary rank under a suitable multiplicity freeness assumption and additional conditions on the branching rules. The spherical functions are taking values in the…
It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix of this model will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this…
Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…
A conformal partition function ${\cal P}_n^m(s)$, which arose in the theory of Diophantine equations supplemented with additional restrictions, is concerned with {\it self-dual symmetric polynomials} -- reciprocal ${\sf R}^{\{m\}}_ {S_n}$…
We give a closed form for the correlation functions of ensembles of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a $2 \times 2$ matrix kernel associated to the ensemble. We also derive closed…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
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…
In this work, the concept of quasi-type Kernel polynomials with respect to a moment functional is introduced. Difference equation satisfied by these polynomials along with the criterion for orthogonality conditions are discussed. The…
Polyakov loop eigenvalues and their N-dependence are studied in 2 and 4 dimensional SU(N) YM theory. The connected correlation function of the single eigenvalue distributions of two separated Polyakov loops in 2D YM is calculated and is…
The spectral decomposition for an explicit second-order differential operator $T$ is determined. The spectrum consists of a continuous part with multiplicity two, a continuous part with multiplicity one, and a finite discrete part with…
It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel…