Related papers: Classical skew orthogonal polynomials and random m…
Orthogonal polynomials and the Fourier orthogonal series on a cone of revolution in $\mathbb{R}^{d+1}$ are studied. It is shown that orthogonal polynomials with respect to the weight function $(1-t)^\gamma (t^2-\|x\|^2)^{\mu-\frac12}$ on…
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…
We establish new explicit connections between classical (scalar) and matrix Gegenbauer polynomials, which result in new symmetries of the latter and further give access to several properties that have been out of reach before: generating…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…
In this paper we present a generalization of the classical Hermite polynomials to the framework of Clifford-Dunkl operators. Several basic properties, such as orthogonality relations, recurrence formulae and associated differential…
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
In this paper a general theory of semi-classical matrix orthogonal polynomials is developed. We define the semi-classical linear functionals by means of a distributional equation $D(u A) = u B,$ where $A$ and $B$ are matrix polynomials.…
We consider the following problem: When do alternate eigenvalues taken from a matrix ensemble themselves form a matrix ensemble? More precisely, we classify all weight functions for which alternate eigenvalues from the corresponding…
We present a fast Jacobi-like algorithm for computing the eigenvalues, and optionally the eigenvectors, of a real normal matrix. The method gains a computational advantage by using Paardekooper's method for skew-symmetric matrices The…
We utilize Cauchy's argument principle in combination with the Jacobian of a holomorphic function in several complex variables and the first moment of a ratio of two correlated complex normal random variables to prove explicit formulas for…
Calogero-Sutherland models associated to the Weyl groups of type A and B with exchange terms included in the Hamiltonians systems have non-symmetric eigenfunctions, which are products of the ground state with members of a family of…
For every system $\{ p_n(z) \}_{n=0}^\infty$ of OPRL or OPUC, we construct Sobolev orthogonal polynomials $y_n(z)$, with explicit integral representations involving $p_n$. Two concrete families of Sobolev orthogonal polynomials (depending…
Multiple orthogonal polynomials are traditionally studied because of their connections to number theory and approximation theory. In recent years they were found to be connected to certain models in random matrix theory. In this paper we…
An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…
Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We provide a robust and general algorithm for computing distribution functions associated to induced orthogonal polynomial measures. We leverage several tools for orthogonal polynomials to provide a spectrally-accurate method for a broad…
We show the equivalence of the Pieri formula for flag manifolds and certain identities among the structure constants, giving new proofs of both the Pieri formula and of these identities. A key step is the association of a symmetric function…
We look for spectral type differential equations satisfied by the generalized Jacobi polynomials which are orthogonal on the interval [-1,1] with respect to a weight function consisting of the classical Jacobi weight function together with…