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Related papers: A note on biorthogonal ensembles

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We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

Probability · Mathematics 2018-09-17 Valentin Bahier

Random matrix theory has proven very successful in the understanding of the spectra of chaotic systems. Depending on symmetry with respect to time reversal and the presence or absence of a spin 1/2 there are three ensembles, the Gaussian…

Mesoscale and Nanoscale Physics · Physics 2022-01-19 M. Richter , A. Rehemanjiang , U. Kuhl , H. -J. Stöckmann

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

We construct new examples of bispectral dual Hahn polynomials, i.e., orthogonal polynomials with respect to certain superposition of Christoffel and Geronimus transforms of the dual Hahn measure and which are also eigenfunctions of a higher…

Classical Analysis and ODEs · Mathematics 2021-04-06 Antonio J. Duran

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

Mathematical Physics · Physics 2015-06-11 G. Akemann , Z. Burda

The Muttalib-Borodin biorthogonal ensemble is a probability density function for $n$ particles on the positive real line that depends on a parameter $\theta$ and an external field $V$. For $\theta=\frac{1}{2}$ we find the large $n$ behavior…

Classical Analysis and ODEs · Mathematics 2022-07-06 A. B. J. Kuijlaars , L. D. Molag

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…

Mathematical Physics · Physics 2023-01-30 Anas A. Rahman

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

High Energy Physics - Theory · Physics 2015-06-26 Romuald A. Janik

The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices. Two procedures are…

Numerical Analysis · Mathematics 2021-05-24 Niel Van Buggenhout , Marc Van Barel , Raf Vandebril

Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to…

Mathematical Physics · Physics 2015-06-24 Peter J. Forrester

The impressive practical performance of neural networks is often attributed to their ability to learn low-dimensional data representations and hierarchical structure directly from data. In this work, we argue that these two phenomena are…

Machine Learning · Statistics 2025-10-06 Libin Zhu , Damek Davis , Dmitriy Drusvyatskiy , Maryam Fazel

Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest…

Machine Learning · Computer Science 2021-01-15 Danica J. Sutherland , Liang Xiong , Barnabás Póczos , Jeff Schneider

In this paper we continue to investigate a certain class of Hankel-like positive definite kernels using their associated orthogonal polynomials. The main result of this paper is about the structure of this kind of kernels.

Functional Analysis · Mathematics 2007-05-23 T. Banks , T. Constantinescu

Wavefunction correlations and density matrices for few or many particles are derived from the properties of semiclassical energy Green functions. Universal features of fixed energy (microcanonical) random wavefunction correlation functions…

Quantum Physics · Physics 2009-11-13 Eric J. Heller , Brian R. Landry

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

We consider a family of determinantal random point processes on the two-dimensional lattice and prove that members of our family can be interpreted as a kind of Gibbs ensembles of nonintersecting paths. Examples include probability measures…

Mathematical Physics · Physics 2015-05-13 Alexei Borodin , Senya Shlosman

In this work, a sequence of orthonormal rational functions that is also biorthogonal to another sequence of rational functions arising from recurrence relations of $R_{II}$ type is constructed. The biorthogonality is proved by a procedure…

Classical Analysis and ODEs · Mathematics 2021-04-13 Kiran Kumar Behera , A. Swaminathan

Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under…

Statistics Theory · Mathematics 2025-02-11 Youssef Esstafa , Célestin C. Kokonendji , Sobom M. Somé

On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure,…

Probability · Mathematics 2010-03-25 Paul Bourgade , Ashkan Nikeghbali , Alain Rouault