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Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the circular Jacobi $\beta$-ensemble, which is a generalization of the Dyson circular $\beta$-ensemble but equipped with an additional parameter $b$, and further studied…

概率论 · 数学 2014-08-05 Dang-Zheng Liu

We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed…

数学物理 · 物理学 2026-05-19 Gernot Akemann , Francesco Mezzadri , Patricia Päßler , Henry Taylor

The framework of spherical transforms and P\'olya ensembles is of utility in deriving structured analytic results for sums and products of random matrices in a unified way. In the present work, we will carry over this framework to study…

概率论 · 数学 2023-07-25 Mario Kieburg , Shi-Hao Li , Jiyuan Zhang , Peter J. Forrester

Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{\delta,\beta}^{(n)} \prod_{1\leq…

概率论 · 数学 2010-01-11 Paul Bourgade , Ashkan Nikeghbali , Alain Rouault

This paper develops a general theory of the Fourier-Jacobi expansion of cusp forms on the real symplectic group of degree two including generic cusp forms. An explicit description of such expansion is available for cusp forms generating…

数论 · 数学 2021-11-02 Hiro-aki Narita

In the classical $\beta$-ensembles of random matrix theory, setting $\beta = 2 \alpha/N$ and taking the $N \to \infty$ limit gives a statistical state depending on $\alpha$. Using the loop equations for the classical $\beta$-ensembles, we…

概率论 · 数学 2021-07-19 Peter J. Forrester , Guido Mazzuca

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

数学物理 · 物理学 2021-05-26 Peter J. Forrester

For the random eigenvalues with density corresponding to the Jacobi ensemble $$c \cdot \prod_{i < j} | \lambda_i - \lambda_j |^\beta \prod^n_{i=1} (2 - \lambda_i)^a (2 + \lambda_i)^b I_{(-2,2)} (\lambda_i) $$ $(a, b > -1, \beta > 0) $ a…

概率论 · 数学 2009-04-28 Holger Dette , Jan Nagel

The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…

数学物理 · 物理学 2020-06-30 Anas A. Rahman , Peter J. Forrester

In a recent work Killip and Nenciu gave random recurrences for the characteristic polynomials of certain unitary and real orthogonal upper Hessenberg matrices. The corresponding eigenvalue p.d.f.'s are beta-generalizations of the classical…

概率论 · 数学 2007-05-23 Peter J. Forrester , Eric M. Rains

We consider Jacobi matrices $J$ whose parameters have the power asymptotics $\rho_n=n^{\beta_1} \left( x_0 + \frac{x_1}{n} + {\rm O}(n^{-1-\epsilon})\right)$ and $q_n=n^{\beta_2} \left( y_0 + \frac{y_1}{n} + {\rm O}(n^{-1-\epsilon})\right)$…

谱理论 · 数学 2018-09-28 Raphael Pruckner

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

数学物理 · 物理学 2018-12-20 Peter J. Forrester , Allan K. Trinh

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

Power spectral density scaling with frequency $f$ as $1/f^\beta$ and $\beta \approx 1$ is widely found in natural and socio-economic systems. Consequently, it has been suggested that such self-similar spectra reflect the universal dynamics…

数据分析、统计与概率 · 物理学 2023-07-04 M. A. Korzeniowska , A. Theodorsen , M. Rypdal , O. E. Garcia

Using the framework relating hypergeometric motives to modular forms, we define an explicit family of weight 2 Hecke eigenforms with complex multiplication. We use the theory of ${}_2F_1(1)$ hypergeometric series and Ramanujan's theory of…

数论 · 数学 2025-02-14 Esme Rosen

Several quantities related to the Zernike circle polynomials admit an expression as an infinite integral involving the product of two or three Bessel functions. In this paper these integrals are identified and evaluated explicitly for the…

数学物理 · 物理学 2010-07-06 A. J. E. M. Janssen

Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…

数学物理 · 物理学 2020-09-01 Peter J. Forrester , Shi-Hao Li , Allan K. Trinh

In this paper, a family of random Jacobi matrices, with off-diagonal terms that exhibit power-law growth, is studied. Since the growth of the randomness is slower than that of these terms, it is possible to use methods applied in the study…

谱理论 · 数学 2008-06-16 Jonathan Breuer

We inspect the relationship between relative Fourier multipliers on noncommutative Lebesgue-Orlicz spaces of a discrete group and relative Toeplitz-Schur multipliers on Schatten-von-Neumann-Orlicz classes. Four applications are given:…

泛函分析 · 数学 2012-06-26 Stefan Neuwirth , Éric Ricard

A family of orthogonal polynomials on the disk (which we call scattering polynomials) serves to formulate a remarkable Fourier expansion of the composition of a sequence of Poincar\'e disk automorphisms. Scattering polynomials are tied to…

偏微分方程分析 · 数学 2016-03-09 Peter C. Gibson
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