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It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…

统计力学 · 物理学 2007-05-23 P. Leboeuf

We consider a uniform distribution on the set $\mathcal{M}_k$ of moments of order $k \in \mathbb{N}$ corresponding to probability measures on the interval $[0,1]$. To each (random) vector of moments in $\mathcal{M}_{2n-1}$ we consider the…

概率论 · 数学 2008-09-30 M. Birke , H. Dette

We review recent progress relating to the extreme value statistics of the characteristic polynomials of random matrices associated with the classical compact groups, and of the Riemann zeta-function and other $L$-functions, in the context…

数学物理 · 物理学 2022-02-22 E. C. Bailey , J. P. Keating

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

概率论 · 数学 2011-02-01 Mark W. Meckes

We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…

数学物理 · 物理学 2023-06-14 Marcel Novaes

We study infinite series expansions for the Riemann xi function $\Xi(t)$ in three specific families of orthogonal polynomials: (1) the Hermite polynomials; (2) the symmetric Meixner-Pollaczek polynomials $P_n^{(3/4)}(x;\pi/2)$; and (3) the…

数论 · 数学 2019-05-07 Dan Romik

$L$-ensembles are a class of determinantal point processes which can be viewed as a statistical mechanical systems in the grand canonical ensemble. Circulant $L$-ensembles are the subclass which are locally translationally invariant and…

数学物理 · 物理学 2021-10-27 Peter J. Forrester

We wish to investigate the $D_{\omega}$-classical orthogonal polynomials, where $D_{\omega}$ is a special case of the Hahn operator. For this purpose, we consider the problem of finding all sequences of orthogonal polynomials such that…

经典分析与常微分方程 · 数学 2023-06-13 Khalfa Douak

We consider orthogonal polynomials with respect to a linear differential operator $$\mathcal{L}^{(M)}=\sum_{k=0}^{M}\rho_{k}(z)\frac{d^k}{dz^k}, $$ where $\{\rho_k\}_{k=0}^{M}$ are complex polynomials such that $deg[\rho_k]\leq k, 0\leq k…

经典分析与常微分方程 · 数学 2022-11-01 Jorge A. Borrego-Morell

The foundational work of Karlin and McGregor established a powerful connection between random walks with tridiagonal transition matrices and the theory of orthogonal polynomials. We consider a particular extension of this framework, where…

概率论 · 数学 2025-09-03 P. Roman , S. Menchon , Y. Yin

We present an informal review of results on asymptotics of orthogonal polynomials, stressing their spectral aspects and similarity in two cases considered. They are polynomials orthonormal on a finite union of disjoint intervals with…

数学物理 · 物理学 2007-05-23 Leonid Pastur

We continue studying polynomials generated by the Szeg\H{o} recursion when a finite number of Verblunsky coefficients lie outside the closed unit disk. We prove some asymptotic results for the corresponding orthogonal polynomials and then…

经典分析与常微分方程 · 数学 2017-06-29 Maxim Derevyagin , Brian Simanek

We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…

数学物理 · 物理学 2021-10-29 Leonardo Santilli , Miguel Tierz

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

数学物理 · 物理学 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

chao-dyn · 物理学 2009-10-22 Ovidiu Costin , Joel L. Lebowitz

The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference…

数学物理 · 物理学 2007-05-23 P. J. Forrester , N. S. Witte

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

数学物理 · 物理学 2024-05-06 Michael Brodskiy , Owen L. Howell

In this paper we study the asymptotic behavior of a family of polynomials which are orthogonal with respect to an exponential weight on certain contours of the complex plane. The zeros of these polynomials are the nodes for complex Gaussian…

经典分析与常微分方程 · 数学 2011-04-05 A. Deano , D. Huybrechs , A. B. J. Kuijlaars

The permanent of unitary matrices and their blocks has attracted increasing attention in quantum physics and quantum computation because of connections with the Hong-Ou-Mandel effect and the Boson Sampling problem. In that context, it would…

数学物理 · 物理学 2021-07-05 Lucas H. Oliveira , Marcel Novaes

We consider a random family of Schr\"odinger operators on a cover $X$ of a compact Riemannian manifold $M = X/\Gamma$. We present several results on their spectral theory, in particular almost sure constancy of the spectral components and…

数学物理 · 物理学 2018-09-28 Daniel Lenz , Norbert Peyerimhoff , Ivan Veselic'
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