Related papers: Polynomial averages in the Kontsevich model
We develop methods for systematic construction of superintegrable polynomials in matrix/eigenvalue models. Our consideration is based on a tight connection of superintegrable property of Gaussian Hermitian model and $W_{1 + \infty}$ algebra…
Many eigenvalue matrix models possess a peculiar basis of observables which have explicitly calculable averages. This explicit calculability is a stronger feature than ordinary integrability, just like the cases of quadratic and Coulomb…
Recently we explained that the classical $Q$ Schur functions stand behind various well-known properties of the cubic Kontsevich model, and the next step is to ask what happens in this approach to the generalized Kontsevich model (GKM) with…
Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…
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…
We calculate Gaussian averages of arbitrary exponentials of the matrix variable $X$ with the help of superintegrability, which provides explicit expressions for Schur averages. As in the simpler cases the answer is expressed in terms of…
The theory of zonal polynomials is used to compute the average of a Schur polynomial of argument $AX$, where $A$ is a fixed matrix and $X$ is from the real Ginibre ensemble. This generalizes a recent result of Sommers and Khorozhenko [J.…
We exhibit the Kontsevich matrix model with arbitrary potential as a BKP tau-function with respect to polynomial deformations of the potential. The result can be equivalently formulated in terms of Cartan-Pl\"ucker relations of certain…
We study Wronskians of Appell polynomials indexed by integer partitions. These families of polynomials appear in rational solutions of certain Painlev\'e equations and in the study of exceptional orthogonal polynomials. We determine their…
There are some distinguished ensembles of non-Hermitian random matrices for which the joint PDF can be written down explicitly, is unchanged by rotations, and furthermore which have the property that the eigenvalues form a Pfaffian point…
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…
Some eigenvalue matrix models possess an interesting property: one can manifestly define the basis where all averages can be explicitly calculated. For example, in the Gaussian Hermitian and rectangular complex models, averages of the Schur…
The technique of $Q$-polinomials are used to derive the $w$- constraints in the two-matrix and Kontsevich-like model at finite $N$. These constraints are closed and form Lie algebra. They are associated with the matrices, $\lambda…
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…
We extend Stein's lemma for averages that explicitly contain the Gaussian random variable at a power. We present two proofs for this extension of Stein's lemma, with the first being a rigorous proof by mathematical induction. The…
In this paper, we exploit the concavity of sums of Hessian operators to derive Pogorelov estimates for corresponding equations under the dynamic semi-convexity assumption, and we further obtain several Liouville-type results. Moreover, when…
We generalize the Bernstein-Walsh-Siciak theorem on polynomial approximation in $\mathbb{C}^n$ to the case where the polynomial ring $\mathcal{P}(\mathbb{C}^n)$ is replaced by a subring $\mathcal{P}^S(\mathbb{C}^n)$ consisting of all…
We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…
In one of our former papers {\it Endomorphisms of the measure algebra of commutative hypergroups arXiv:2204.07499 we considered exponential monomials on hypergroups and higher order derivations of the corresponding measure algebra.…
We prove quantitative polynomial Wiener-Wintner theorems in a very general setup, including measure-preserving actions of nilpotent Lie groups. Our results apply both to ergodic averages and to averages with singular integral weights. The…