相关论文: Gaussian unitary ensemble with jump discontinuitie…

We introduce a family of discrete determinantal point processes related to orthogonal polynomials on the real line, with correlation kernels defined via spectral projections for the associated Jacobi matrices. For classical weights, we show…

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

In this paper, we focus on the relationship between the fifth Painlev\'{e} equation and a Jacobi weight perturbed with random singularities, \begin{equation*} w(z)=\left(1-z^2\right)^{\alpha}{\rm…

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…

In this paper we study the characteristic or generating function of a certain discontinuous linear statistics of the Laguerre unitary ensembles and show that this is a particular fifth Painl\'eve transcendant in the variable $t,$ the…

This paper studies the monic semi-classical Laguerre polynomials based on previous work by Boelen and Van Assche \cite{Boelen}, Filipuk et al. \cite{Filipuk} and Clarkson and Jordaan \cite{Clarkson}. Filipuk, Van Assche and Zhang proved…

We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…

We study the Hankel determinant of the generalized Jacobi weight $(x-t)^{\gamma}x^\alpha(1-x)^\beta$ for $x\in[0,1]$ with $\alpha, \beta>0$, $t < 0 $ and $\gamma\in\mathbb{R}$. Based on the ladder operators for the corresponding monic…

The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…

We consider two multi-dimensional generalisations of the dispersionless Kadomtsev-Petviashvili (dKP) equation, both allowing for arbitrary dimensionality, and non-linearity. For one of these generalisations, we characterise all solutions…

We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

Recurrence coefficients of semi-classical orthogonal polynomials (orthogonal polynomials related to a weight function $w$ such that $w'/w$ is a rational function) are shown to be solutions of non linear differential equations with respect…

We consider orthogonal polynomials with respect to the weight $|z^2+a^2|^{cN}e^{-N|z|^2}$ in the whole complex plane. We obtain strong asymptotics and the limiting normalized zero counting measure (mother body) of the orthogonal polynomials…

Each real number $x\in[0,1]$ admits a unique power-2-decaying Gauss-like expansion (P2GLE for short) as $x=\sum_{i\in\mathbb{N}} 2^{-(d_1(x)+d_2(x)+\cdots+d_i(x))}$, where $d_i(x)\in\mathbb{N}$. For any $x\in(0,1]$, the Khintchine exponent…

We study the full asymptotic expansion of the monodromy data ({\it i.e.}, Stokes multipliers) for the first Painlev\'{e} transcendent (PI) with large initial data or large pole parameters. Our primary approach involves refining the complex…

In this paper, we show that the classical discrete orthogonal univariate polynomials (namely, Hahn polynomials on an equidistant lattice with unit weights) of sufficiently high degrees have extremely small values near the endpoints (we call…

The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$-dimensional Gaussian ensembles -- and of the corresponding Laguerre ensembles (Wishart distributions) for various regimes of the…