相关论文: Gaussian unitary ensemble with jump discontinuitie…
We study bivariate orthogonal polynomials associated with Freud weight functions depending on real parameters. We analyze relations between the matrix coefficients of the three term relations for the orthonormal polynomials as well as the…
The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…
The self-dual spaces of polynomials are related to Bethe vectors in the Gaudin model associated to the Lie algebras of types B and C. In this paper, we give lower bounds for the numbers of real self-dual spaces in intersections of Schubert…
We consider a Hankel determinant formula for generic solutions of the Painlev\'e IV equation. We show that the generating functions for the entries of the Hankel determinants are related to the asymptotic solution at infinity of the…
We prove that the maximum of the sample importance weights in a high-dimensional Gaussian particle filter converges to unity unless the ensemble size grows exponentially in the system dimension. Our work is motivated by and parallels the…
We evaluate the Hankel determinants of various sequences related to Bernoulli and Euler numbers and special values of the corresponding polynomials. Some of these results arise as special cases of Hankel determinants of certain sums and…
In these proceedings we summarise how the determinantal structure for the conditional overlaps among left and right eigenvectors emerges in the complex Ginibre ensemble at finite matrix size. An emphasis is put on the underlying structure…
We study the recurrence coefficients of the monic polynomials $P_n(z)$ orthogonal with respect to the deformed (also called semi-classical) Freud weight \begin{equation*} w_{\alpha}(x;s,N)=|x|^{\alpha}{\rm…
We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a…
The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also…
We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framework based on the generalized Green's functions, which…
Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…
Consider an infinite random matrix $H=(h_{ij})_{0<i,j}$ picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by $H_i=(h_{rs})_{1\leq r,s\leq i}$ and let the $j$:th largest eigenvalue of $H_i$ be $\mu^i_j$. We show that…
We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean…
We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the…
We discuss the relationship between the recurrence coefficients of orthogonal polynomials with respect to a generalized Freud weight \[w(x;t)=|x|^{2\lambda+1}\exp\left(-x^4+tx^2\right),\qquad x\in\mathbb{R},\] with parameters $\lambda>-1$…
We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…
We show existence and uniqueness of a continuous with polynomial growth viscosity solution of a system of second order integral-partial differential equations (IPDEs for short) without assuming the usual monotonicity condition of the…
In a previous paper we studied the double scaling limit of unitary random matrix ensembles of the form Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM with \alpha > -1/2. The factor |\det M|^{2\alpha} induces critical eigenvalue behavior…
It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap…