相关论文: Multi-critical unitary random matrix ensembles and…
We investigate the asymptotic behavior of a family of multiple orthogonal polynomials that is naturally linked with the normal matrix model with a monomial potential of arbitrary degree $d+1$. The polynomials that we investigate are…
We consider the planar orthogonal polynomial $p_{n}(z)$ with respect to the measure supported on the whole complex plane $${\rm e}^{-N|z|^2} \prod_{j=1}^\nu |z-a_j|^{2c_j}\,{\rm d} A(z)$$ where ${\rm d} A$ is the Lebesgue measure of the…
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 investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order…
In this article, we study the following Hamiltonian system: \begin{equation*} \begin{cases} \begin{aligned} &-\varepsilon^{2}\Delta_{g} u +u = |v|^{q-1}v, &-\varepsilon^{2}\Delta_{g} v +v = |u|^{p-1}u && \text{ in } \mathcal{M}, & \quad u,v…
Riemann-Hilbert problems are jump problems for holomorphic functions along given interfaces. They arise in various contexts, e.g. in the asymptotic study of certain nonlinear partial differential equations and in the asymptotic analysis of…
We consider sequences of rational interpolants $r_n(z)$ of degree $n$ to the exponential function $e^z$ associated to a triangular scheme of complex points $\{z_{j}^{(2n)}\}_{j=0}^{2n}$, $n>0$, such that, for all $n$, $|z_{j}^{(2n)}|\leq…
We consider the forward problem of uncertainty quantification for the generalised Dirichlet eigenvalue problem for a coercive second order partial differential operator with random coefficients, motivated by problems in structural…
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…
Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…
We study multipoint Pad\'e approximants of type $(n,n)$ for the Hurwitz zeta function $f(a)=\zeta(s,a)$ with $\Re s>1$, constructed at quantile nodes $a_{n,j}=n\alpha_{n,j}$ generated by a real-analytic density $\kappa$ on…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
We study the probability that all eigenvalues of the Laguerre unitary ensemble of n by n matrices are between 0 and t, i.e., the largest eigenvalue distribution. Associated with this probability, in the ladder operator approach for…
We consider the smallest eigenvalue distributions of some Freud unitary ensembles, that is, the probabilities that all the eigenvalues of the Hermitian matrices from the ensembles lie in the interval $(t,\infty)$. This problem is related to…
We continue to study the matrix model of the $N_f =2$ $SU(2)$ case that represents the irregular conformal block. What provides us with the Painlev\'{e} system is not the instanton partition function per se but rather a finite analog of its…
Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…
We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the…
In this paper, we study the Hankel determinant associated with the degenerate Laguerre unitary ensemble. This problem originates from the largest or smallest eigenvalue distribution of the degenerate Laguerre unitary ensemble. We derive the…
A special class of four-point correlation functions in the maximally supersymmetric Yang-Mills theory is given by the square of the Fredholm determinant of a generalized Bessel kernel. In this note, we re-express its logarithmic derivatives…