Related papers: Moment matrices and multi-component KP, with appli…
This paper is devoted to revealing the relationship between matrix-valued $\theta$-deformed bi-orthogonal polynomials and non-commutative Toda-type hierarchies. In this procedure, Wronski quasi-determinants are widely used and play the role…
We provide a determinantal formula for tau-functions of the KP hierarchy in terms of rectangular, constant matrices $A$, $B$ and $C$ satisfying a rank one condition. This result is shown to generalize and unify many previous results of…
We study the best low-rank Tucker decomposition of symmetric tensors. The motivating application is decomposing higher-order multivariate moments. Moment tensors have special structure and are important to various data science problems. We…
This paper gives an essentially self-contained exposition (except for an appeal to the Lojasiewicz gradient inequality) of geometric invariant theory from a differential geometric viewpoint. Central ingredients are the moment-weight…
The partition functions of Hermitian one-matrix models are known to be tau-functions of the KP hierarchy. In this paper we explicitly compute the elements in Sato grassmannian these tau-functions correspond to, and use them to compute the…
It is well known that tau functions of the KP hierarchy satisfy addition formulas. We consider the general addition formula in the determinant form and take a certain limit of it. It expresses certain shifts of a tau function in terms of…
We present the q-deformed multivariate hypergeometric functions related to Schur polynomials as tau-functions of the KP and of the two-dimensional Toda lattice hierarchies. The variables of the hypergeometric functions are the higher times…
A conversion matrix approach to solving network problems involving time-varying circuit components is applied to the method of moments for electromagnetic scattering analysis. Detailed formulations of this technique's application to the…
Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…
In a companion paper \cite{jon-fei}, we established asymptotic formulae for the joint moments of derivatives of the characteristic polynomials of CUE random matrices. The leading order coefficients of these asymptotic formulae are expressed…
We prove a moment majorization principle for matrix-valued functions with domain $\{-1,1\}^{m}$, $m\in\mathbb{N}$. The principle is an inequality between higher-order moments of a non-commutative multilinear polynomial with different random…
Multivariate orthogonal polynomials can be introduced by using a moment functional defined on the linear space of polynomials in several variables with real coefficients. We study the so-called Uvarov and Christoffel modifications obtained…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
Multiple orthogonality is considered in the realm of a Gauss--Borel factorization problem for a semi-infinite moment matrix. Perfect combinations of weights and a finite Borel measure are constructed in terms of M-Nikishin systems. These…
Momentum-space derivatives of matrix elements can be related to their coordinate-space moments through the Fourier transform. We derive these expressions as a function of momentum transfer $Q^2$ for asymptotic in/out states consisting of a…
We study multiple orthogonal polynomials exploiting their explicit determinantal representation in terms of moments. Our reasoning follows that applied to solve the Hermite-Pad\'{e} approximation and interpolation problems. We study also…
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
We show that any multi-component matrix KP hierarchy is equivalent to the standard one-component (scalar) KP hierarchy endowed with a special infinite set of abelian additional symmetries, generated by squared eigenfunction potentials. This…
We introduce matrix-valued weight functions of arbitrary size, which are analogues of the weight function for the Gegenbauer or ultraspherical polynomials for the parameter $\nu>0$. The LDU-decomposition of the weight is explicitly given in…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…