相关论文: Generalized Christoffel-Darboux formula for skew-o…

We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…

We give a presentation of refined (dual) canonical Grothendieck polynomials and their skew versions using free-fermions. Using this, we derive a number of identities, including the skew Cauchy identities, branching rules, expansion…

Gaussian beams are asymptotically valid high frequency solutions concentrated on a single curve through the physical domain, and superposition of Gaussian beams provides a powerful tool to generate more general high frequency solutions to…

Gaussian processes (GPs) and Gaussian random fields (GRFs) are essential for modelling spatially varying stochastic phenomena. Yet, the efficient generation of corresponding realisations on high-resolution grids remains challenging,…

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…

Skew-Gaussian processes (SkewGPs) extend the multivariate Unified Skew-Normal distributions over finite dimensional vectors to distribution over functions. SkewGPs are more general and flexible than Gaussian processes, as SkewGPs may also…

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

The generalized orthogonal Procrustes problem (GOPP) plays a fundamental role in several scientific disciplines including statistics, imaging science and computer vision. Despite its tremendous practical importance, it is generally an…

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

We report on a calculation of the chiral odd generalized parton distributions (GPDs) for non-zero skewness $\zeta$ in transverse and longitudinal position spaces by taking Fourier transform with respect to the transverse and longitudinal…

We investigate polynomials that satisfy simultaneous orthogonality conditions with respect to several measures on the unit circle. We generalize the direct and inverse Szeg\H{o} recurrence relations, identify the analogues of the Verblunsky…

For a family of near banded Toeplitz matrices, generalized characteristic polynomials are shown to be orthogonal polynomials of two variables, which include the Chebyshev polynomials of the second kind on the deltoid as a special case.…

This article revisits the work by Ofer Zeitouni and Steve Zelditch on large deviations for the empirical measures of random orthogonal polynomials with i.i.d. Gaussian complex coefficients, and extends this result to real Gaussian…

This is a collection of notes that are about spectral form factors of standard ensembles in the random matrix theory, written for the practical usage of current study of late time quantum chaos. More precisely, we consider Gaussian Unitary…

Results from a recent analysis of the zero-skewness generalized parton distributions (GPDs) for valence quarks are discussed. The analysis bases on a physically motivated parameterization of the GPDs with a few free parameters adjusted to…

Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…

We consider locally isotropic Gaussian random fields on the $N$-dimensional Euclidean space for fixed $N$. Using the so called Gaussian Orthogonally Invariant matrices first studied by Mallows in 1961 which include the celebrated Gaussian…

We present a conjecture generalizing the Cauchy formula for Macdonald polynomials. This conjecture encodes the mixed Hodge polynomials of the character varieties of representations of the fundamental group of a Riemann surface of genus g to…