相关论文: Partial-skew-orthogonal polynomials and related in…

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…

Consider a semi-infinite skew-symmetric moment matrix, $m_{\iy}$ evolving according to the vector fields $\pl m / \pl t_k=\Lb^k m+m \Lb^{\top k} ,$ where $\Lb$ is the shift matrix. Then the skew-Borel decomposition $ m_{\iy}:= Q^{-1} J…

In this paper, we introduce multiple skew-orthogonal polynomials and investigate their connections with classical integrable systems. By using Pfaffian techniques, we show that multiple skew-orthogonal polynomials can be expressed by…

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…

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…

Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…

We obtain generalized Christoffel-Darboux (GCD) formula for skew-orthogonal polynomials (SOP). Using this, we present an alternative derivation of the level density and two-point function for Gaussian orthogonal ensembles (GOE) and Gaussian…

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…

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…

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…

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.…

We present an iterative technique to obtain skew-orthogonal polynomials with quartic weight, arising in the study of symplectic ensembles of random matrices.

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…

The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…

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 >…

In this research, by applying the extended Sturm-Liouville theorem for symmetric functions, a basic class of symmetric orthogonal polynomials (BCSOP) with four free parameters is introduced and all its standard properties, such as a generic…

We study the Pfaff lattice, introduced by us in the context of a Lie algebra splitting of gl(infinity) into sp(infinity) and lower-triangular matrices. We establish a set of bilinear identities, which we show to be equivalent to the Pfaff…

Orthogonal and symplectic matrix integrals are investigated. It is shown that the matrix integrals can be considered as a $\tau$-function of the coupled KP hierarchy, whose solution can be expressed in terms of pfaffians.

The Cholesky factorization of the moment matrix is applied to discrete orthogonal polynomials on the homogeneous lattice. In particular, semiclassical discrete orthogonal polynomials, which are built in terms of a discrete Pearson equation,…

We introduce an algorithm of joint approximation of a function and its first derivative by alternative orthogonal polynomials on the interval [0,1].The algorithm exhibits properties of shape preserving approximation for the function. A weak…