Related papers: Generalized Christoffel-Darboux formula for skew-o…
We show that skew-orthogonal functions, defined with respect to Jacobi weight $w_{a,b}(x)={(1-x)}^a{(1+x)}^b$, $a$, $b>-1$, including the limiting cases of Laguerre ($w_{a}(x)=x^{a}e^{-x}$, $a > -1$) and Gaussian weight ($w(x)=e^{-x^2}$),…
We apply the method of skew-orthogonal polynomials (SOP) in the complex plane to asymmetric random matrices with real elements, belonging to two different classes. Explicit integral representations valid for arbitrary weight functions are…
We obtain an extension of the Christoffel--Darboux formula for matrix orthogonal polynomials with a generalized Hankel symmetry, including the Adler-van Moerbeke generalized orthogonal polynomials.
We derive bulk asymptotics of skew-orthogonal polynomials (sop) $\pi^{\bt}_{m}$, $\beta=1$, 4, defined w.r.t. the weight $\exp(-2NV(x))$, $V (x)=gx^4/4+tx^2/2$, $g>0$ and $t<0$. We assume that as $m,N \to\infty$ there exists an $\epsilon >…
Formulas are derived for the average level density of deformed, or transition, Gaussian orthogonal random matrix ensembles. After some general considerations about Gaussian ensembles we derive formulas for the average level density for (i)…
An alternative expression for the Christoffel--Darboux formula for multiple orthogonal polynomials of mixed type is derived from the $LU$ factorization of the moment matrix of a given measure and two sets of weights. We use the action of…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
Skew-orthogonal polynomials (SOPs) arise in the study of the n-point distribution function for orthogonal and symplectic random matrix ensembles. Motivated by the average of characteristic polynomials of the Bures random matrix ensemble…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
Discrete spectral transformations of skew orthogonal polynomials are presented. From these spectral transformations, it is shown that the corresponding discrete integrable systems are derived both in 1+1 dimension and in 2+1 dimension.…
We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal…
We present an iterative technique to obtain skew-orthogonal polynomials with quartic weight, arising in the study of symplectic ensembles of random matrices.
We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…
The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…
This paper puts forward a new generalized polynomial dimensional decomposition (PDD), referred to as GPDD, comprising hierarchically ordered measure-consistent multivariate orthogonal polynomials in dependent random variables. Unlike the…
Gaussian smoothing (GS) is a derivative-free optimization (DFO) algorithm that estimates the gradient of an objective using perturbations of the current parameters sampled from a standard normal distribution. We generalize it to sampling…
We give two algebro-geometric inspired approaches to fast algorithms for Fourier transforms in algebraic signal processing theory based on polynomial algebras in several variables. One is based on module induction and one is based on a…
The generalized Rosenzweig-Porter model with real (GOE) off-diagonal entries arguably constitutes the simplest random matrix ensemble displaying a phase with fractal eigenstates, which we characterize here by using replica methods. We first…
We develop a new method for generating probability tables based on a solid theoretical foundation. The fluctuating cross sections are calculated using the GOE-$S$-matrix model, in which the Gaussian Orthogonal Ensemble (GOE) is incorporated…
We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…