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相关论文: Global Asymptotics for the Christoffel-Darboux Ker…

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We describe an approach to universality limits for orthogonal polynomials on the real line which is completely local and uses only the boundary behavior of the Weyl m-function at the point. We show that bulk universality of the…

经典分析与常微分方程 · 数学 2021-08-25 Benjamin Eichinger , Milivoje Lukić , Brian Simanek

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

数学物理 · 物理学 2007-05-23 Percy Deift , Dimitri Gioev

We prove the edge and bulk universality of random Hermitian matrices with equi-spaced external source. One feature of our method is that we use neither a Christoffel-Darboux type formula, nor a double-contour formula, which are standard…

概率论 · 数学 2022-06-02 Tom Claeys , Dong Wang

We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…

数学物理 · 物理学 2007-05-23 Percy Deift , Dimitri Gioev

Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple…

复变函数 · 数学 2008-09-24 Jinho Baik

We consider the orthogonal polynomials on $[-1,1]$ with respect to the weight $$ w_c(x)=h(x)(1-x)^{\alpha}(1+x)^{\beta} \Xi_{c}(x), \quad \alpha, \beta >-1, $$ where $h$ is real analytic and strictly positive on $[-1, 1]$, and $\Xi_{c}$ is…

经典分析与常微分方程 · 数学 2009-10-10 A. Foulquie Moreno , A. Martinez-Finkelshtein , V. L. Sousa

We study whether in the setting of the Deift-Zhou nonlinear steepest descent method one can avoid solving local parametrix problems explicitly, while still obtaining asymptotic results. We show that this can be done, provided an a priori…

复变函数 · 数学 2024-01-10 Mateusz Piorkowski

We derive necessary and sufficient conditions for universality limits for orthogonal polynomials on the real line and related systems. One of our results is that the Christoffel-Darboux kernel has sine kernel asymptotics at a point $\xi$,…

经典分析与常微分方程 · 数学 2024-09-27 Benjamin Eichinger , Milivoje Lukić , Harald Woracek

We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},...,z_{N}) = Z_{N}^{-1} e^{-N\Sigma_{i=1}^{N}V_{\alpha}(z_{i})}…

数学物理 · 物理学 2015-05-28 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

数学物理 · 物理学 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

We compute the pointwise asymptotics of orthogonal polynomials with respect to a general class of pure point measures supported on finite sets as both the number of nodes of the measure and also the degree of the orthogonal polynomials…

经典分析与常微分方程 · 数学 2007-05-23 Jinho Baik , Thomas Kriecherbauer , Ken T. -R. McLaughlin , Peter D. Miller

We develop a new asymptotic method for the analysis of matrix Riemann-Hilbert problems. Our method is a generalization of the steepest descent method first proposed by Deift and Zhou; however our method systematically handles jump matrices…

经典分析与常微分方程 · 数学 2007-05-23 K. T. -R. McLaughlin , P. D. Miller

We obtain Plancherel-Rotach type asymptotics valid in all regions of the complex plane for orthogonal polynomials with varying weights of the form $e^{-NV(x)}$ on the real line, assuming that $V$ has only two Lipschitz continuous…

经典分析与常微分方程 · 数学 2008-05-15 K. T. -R. McLaughlin , P. D. Miller

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…

数学物理 · 物理学 2020-08-19 Tom Claeys , Gabriel Glesner , Alexander Minakov , Meng Yang

It has been shown by Strahov and Fyodorov that averages of products and ratios of characteristic polynomials corresponding to Hermitian matrices of a unitary ensemble, involve kernels related to orthogonal polynomials and their Cauchy…

数学物理 · 物理学 2007-05-23 M. Vanlessen

We study multivariable Christoffel-Darboux kernels, which may be viewed as reproducing kernels for antisymmetric orthogonal polynomials, and also as correlation functions for products of characteristic polynomials of random Hermitian…

经典分析与常微分方程 · 数学 2008-04-24 Hjalmar Rosengren

Asymptotic behavior of orthogonal polynomials on the circle, with respect to a weight having a fractional zero on the torus. Applications to the eigenvalues of certain unitary random matrices. This paper is devoted to the orthogonal…

泛函分析 · 数学 2009-04-27 Philippe Rambour , Abdellatif Seghier

We study spectrum of finite truncations of unbounded Jacobi matrices with periodically modulated entries. In particular, we show that under some hypotheses a sequence of properly normalized eigenvalue counting measures converge vaguely to…

谱理论 · 数学 2026-02-06 Grzegorz Świderski , Bartosz Trojan

In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…

泛函分析 · 数学 2010-01-15 Torsten Ehrhardt

We consider determinantal Coulomb gas ensembles with a class of discrete rotational symmetric potentials whose droplets consist of several disconnected components. Under the insertion of a point charge at the origin, we derive the…

数学物理 · 物理学 2022-10-11 Sung-Soo Byun , Meng Yang
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