Related papers: Orthogonal Polynomials and Fluctuations of Random …
Generalised uncorrelated Wishart matrices are formed out of rectangular standard Gaussian data matrices with a certain pattern of zero entries. Development of the theory in the real and complex cases has proceeded along separate line. For…
In this paper we continue to explore the connection between tensor algebras and displacement structure. We focus on recursive orthonormalization and we develop an analogue of the Szego type theory of orthogonal polynomials in the unit…
This paper calculates the fluctuations of eigenvalues of polynomials on large Haar unitaries cut by finite rank deterministic matrices. When the eigenvalues are all simple, we can give a complete algorithm for computing the fluctuations.…
A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…
We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
Consider a doubly-infinite array of iid centered variables with moment conditions, from which one can extract a finite number of rectangular, overlapping submatrices, and form the corresponding Wishart matrices. We show that under basic…
Inspired by the works in [1] and [8] we introduce what we call $k$-th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle systems with the property of orthogonal self-duality. This…
We study the higher-order Euler polynomials and give the corresponding monic orthogonal polynomials, which are Meixner-Pollaczek polynomials with certain arguments and constant factors. Moreover, through a general connection between moments…
We study two families of orthogonal polynomials. The first is a finite family related to the Askey-Wilson polynomials but the orthogonality is on the real line. A limiting case of this family is an infinite system of orthogonal polynomials…
Motivated by representation theory and geometry, we introduce and develop an equivariant generalization of Ehrhart theory, the study of lattice points in dilations of lattice polytopes. We prove representation-theoretic analogues of…
Alternating sign matrices with a U-turn boundary (UASMs) are a recent generalization of ordinary alternating sign matrices. Here we show that variations of these matrices are in bijective correspondence with certain symplectic shifted…
The representations of the Schr\"odinger group in one space dimension are explicitly constructed in the basis of the harmonic oscillator states. These representations are seen to involve matrix orthogonal polynomials in a discrete variable…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
Using generating functions, we derive many identities involving balancing and Lucas-balancing polynomials. By relating these polynomials to Chebyshev polynomials of the first and second kind, and Fibonacci and Lucas numbers, we offer some…
Recent developments [Kamenev and Mezard, cond-mat/9901110, cond-mat/9903001; Yurkevich and Lerner, cond-mat/9903025; Zirnbauer, cond-mat/9903338] have revived a discussion about applicability of the replica approach to description of…
In this paper we introduce and discuss some classes of orthogonal polynomials in several non-commuting variables. The emphasis is on a non-commutative version of the orthogonal polynomials on the real line. We introduce recurrence equations…
Shear flow is known to induce huge density fluctuations in otherwise clear and uniform polymer solutions. This effect is rooted in the elasticity of the entangled polymer network, and can span distances over a thousand chains wide. It has…
In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…