Related papers: Random polynomials, random matrices, and $L$-funct…
We give an analytic proof of the asymptotic behaviour of the moments of moments of the characteristic polynomials of random symplectic and orthogonal matrices. We therefore obtain alternate, integral expressions for the leading order…
In this article, we provide a unified framework for studying the convergence of rescaled characteristic polynomials of random matrices from various classical ensembles as well as functional convergence results for the Riemann zeta function.…
The theory of polynomials orthogonal with respect to one inner product is classical. We discuss the extension of this theory to multiple inner products. Examples include the Lam\'e and Heine-Stieltjes polynomials.
In the paper I study properties of random polynomials with respect to a general system of functions. Some lower bounds for the mathematical expectation of the uniform and recently introduced integral-uniform norms of random polynomials are…
The value distribution of derivatives of characteristic polynomials of matrices from SO(N) is calculated at the point 1, the symmetry point on the unit circle of the eigenvalues of these matrices. We consider subsets of matrices from SO(N)…
We present an iterative technique to obtain skew-orthogonal polynomials with quartic weight, arising in the study of symplectic ensembles of random matrices.
We examine published arguments which suggest that the Riemann Hypothesis may not be true. In each case we provide evidence to explain why the claimed argument does not provide a good reason to doubt the Riemann Hypothesis. The evidence we…
We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures, and to quantitative results on the expected number of zeros in…
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…
We discuss how to generate random unitary matrices from the classical compact groups U(N), O(N) and USp(N) with probability distributions given by the respective invariant measures. The algorithm is straightforward to implement using…
We discuss as a fundamental characteristic of orthogonal polynomials like the existence of a Lie algebra behind them, can be added to their other relevant aspects. At the basis of the complete framework for orthogonal polynomials we put…
We describe a family of polynomials discovered via a particular recursion relation, which have connections to Chebyshev polynomials of the first and the second kind, and the polynomial version of Pell's equation. Many of their properties…
We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…
We consider polynomials orthogonal on the unit circle with respect to the complex-valued measure $z^{\omega-1}\mathrm{d} z$, where $\omega\in\mathbb{R}\setminus\{0\}$. We derive their explicit form, a generating function and several…
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 introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…
Given a sequence of polynomials $(p_n)_n$, an algebra of operators $\mathcal{A}$ acting in the linear space of polynomials and an operator $D_p\in \mathcal{A}$ with $D_p(p_n)=np_n$, we form a new sequence of polynomials $(q_n)_n$ by…
In this paper we prove the convergence of the eigenvalues of a random matrix that approximates a random Schr\"{o}dinger operator. Originally, such random operator arises from a stochastic heat equation. The proof uses a detailed topological…
In the present paper we derive complicated families of orthogonal polynomials in one variable from scratch using the known ones as building blocks. We recall the basics of operational formalism and introduce the notations we use throughout…
It was observed by Bump et al. that Ehrhart polynomials in a special family exhibit properties similar to the Riemann {\zeta} function. The construction was generalized by Matsui et al. to a larger family of reflexive polytopes coming from…