Related papers: Multivariable Christoffel-Darboux Kernels and Char…
We calculate the average of two characteristic polynomials for the real Ginibre ensemble of asymmetric random matrices, and its chiral counterpart. Considered as quadratic forms they determine a skew-symmetric kernel from which all complex…
We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…
In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…
This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…
We study orthogonal polynomials with periodically modulated recurrence coefficients when $0$ lies on the hard edge of the spectrum of the corresponding periodic Jacobi matrix. In particular, we show that their orthogonality measure is…
We investigate the second-order correlation function of the characteristic polynomial of a sample covariance matrix. Starting from an explicit formula for the generating function, we re-obtain several well-known kernels from random matrix…
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…
Let $d\nu$ be a measure in $\mathbb{R}^d$ obtained from adding a set of mass points to another measure $d\mu$. Orthogonal polynomials in several variables associated with $d\nu$ can be explicitly expressed in terms of orthogonal polynomials…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
A fermionic representation is given for all the quantities entering in the generating function approach to weighted Hurwitz numbers and topological recursion. This includes: KP and 2D Toda $\tau$-functions of hypergeometric type, which…
We give non-symmetric versions of the Cauchy kernel and Littlewood's kernels, corresponding to the types $A_n$, $B_n$, $C_n$ and $D_n$, of the classical groups. We show that these new kernels are diagonal in the basis of two families of key…
For a Reproducing Kernel Hilbert Space on a complex domain we give a formula that describes the Hermitean metrics on the domain which are pull-backs of some metric on the (dual of) the RKHS via the evaluation map. Then we consider the…
We prove certain identities involving Euler and Bernoulli polynomials that can be treated as recurrences. We use these and also other known identities to indicate connection of Euler and Bernoulli numbers with entries of inverses of certain…
For the unitary ensembles of $N\times N$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For…
We introduce the notion of Kravchuk derivations of the polynomial algebra. We prove that any element of the kernel of the derivation gives a polynomial identity satisfied by the Kravchuk polynomials. Also, we prove that any kernel element…
Hahn polynomials of several variables can be defined by using the Jacobi polynomials on the simplex as a generating function. Starting from this connection, a number of properties for these two families of orthogonal polynomials are…
The q-special functions appear naturally in q-deformed quantum mechanics and both sides profit from this fact. Here we study the relation between the q-deformed harmonic oscillator and the q-Hermite polynomials. We discuss: recursion…
We provide a new method to approximate a (possibly discontinuous) function using Christoffel-Darboux kernels. Our knowledge about the unknown multivariate function is in terms of finitely many moments of the Young measure supported on the…
We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…
The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…