相关论文: Skew-orthogonal polynomials: the quartic case
We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
This work is a thorough investigation of skew-orthogonal polynomials with respect to a quartic Freud weight. We provide an explicit method to evaluate skew-orthogonal polynomials of any degree as linear combinations of orthogonal…
Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…
There are some distinguished ensembles of non-Hermitian random matrices for which the joint PDF can be written down explicitly, is unchanged by rotations, and furthermore which have the property that the eigenvalues form a Pfaffian point…
Particular class of skew orthogonal polynomials are introduced and investigated, which possess Laurent symmetry. They are also shown to appear as eigenfunctions of symplectic generalized eigenvalue problems. The modification of these…
We apply the method of skew-orthogonal polynomials (SOP) in the complex plane to asymmetric random matrices with real elements, belonging to two different classes. Explicit integral representations valid for arbitrary weight functions are…
We derive bulk asymptotics of skew-orthogonal polynomials (sop) $\pi^{\bt}_{m}$, $\beta=1$, 4, defined w.r.t. the weight $\exp(-2NV(x))$, $V (x)=gx^4/4+tx^2/2$, $g>0$ and $t<0$. We assume that as $m,N \to\infty$ there exists an $\epsilon >…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
The double-direction orthogonalization algorithm is applied to construct sequences of polynomials, which are orthogonal over the interval [0,1]with the weighting function 1. Functional and recurrent relations are derived for the sequences…
This paper is to evaluate certain Catalan-Hankel Pfaffians by the theory of skew orthogonal polynomials. Due to different kinds of hypergeometric orthogonal polynomials underlying the Askey scheme, we explicitly construct the classical skew…
This paper presents an algorithmic method for generating random orthogonal matrices \(A\) that satisfy the property \(A^t S A = S\), where \(S\) is a fixed real invertible symmetric or skew-symmetric matrix. This method is significant as it…
We find a local $(d+1) \times (d+1)$ Riemann-Hilbert problem characterizing the skew-orthogonal polynomials associated to the partition function of the Gaussian Orthogonal Ensemble of random matrices with a potential function of degree $d$.…
There is a two-component log-gas system with Boltzmann factor which provides an interpolation between the eigenvalue PDF for $\beta = 1$ and $\beta = 4$ invariant random matrix ensembles. The solvability of this log-gas system relies on the…
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 present a representation of skew-orthogonal polynomials of symplectic type ($\beta=4$) in terms of a matrix Riemann-Hilbert problem, for weights of the form ${\rm e}^{-V(z)}$ where $V$ is a polynomial of even degree and positive leading…
Discrete spectral transformations of skew orthogonal polynomials are presented. From these spectral transformations, it is shown that the corresponding discrete integrable systems are derived both in 1+1 dimension and in 2+1 dimension.…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…
We present an exact sampling algorithm for Pfaffian point processes based on a skew-symmetric analogue of the Cholesky factorization. This algorithm enables efficient sampling of a wide range of statistics arising in random matrix theory…