相关论文: Orthogonal Polynomials and Fluctuations of Random …

For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…

We prove a new CLT for the difference of linear eigenvalue statistics of a Wigner random matrix $H$ and its minor $\hat H$ and find that the fluctuation is much smaller than the fluctuations of the individual linear statistics, as a…

Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

Associated varieties are geometric objects appearing in infinite-dimensional representations of semisimple Lie algebras (groups). By applying Fourier transformations to the natural orthogonal oscillator representations of special linear Lie…

We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…

We discuss the construction of oscillator-like systems associated with orthogonal polynomials on the example of the Fibonacci oscillator. In addition, we consider the dimension of the corresponding lie algebras.

Microreversibility constrains the fluctuations of the nonequilibrium currents that cross an open system. This can be seen from the so-called fluctuation relations, which are a direct consequence of microreversibility. Indeed, the latter are…

In this paper we present the result of successively applying a Chebyshev polynomial to a continuous random variable. In particular we show that under mild assumptions the limiting distribution will be the same as the weight with respect to…

We give a uniform interpretation of the classical continuous Chebyshev's and Hahn's orthogonal polynomials of discrete variable in terms of Feigin's Lie algebra gl(N), where N is any complex number. One can similarly interpret Chebyshev's…

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

This article presents new bijections on planar maps. At first a bijection is established between bipolar orientations on planar maps and specific "transversal structures" on triangulations of the 4-gon with no separating 3-cycle, which are…

In this paper we generalize to bivariate polynomials of Fibonacci and Lucas, properties obtained for Chebyshev polynomials. We prove that the coordinates of the bivariate polynomials over appropriate basis are families of integers…

Wishart random matrices with a sparse or diluted structure are ubiquitous in the processing of large datasets, with applications in physics, biology and economy. In this work we develop a theory for the eigenvalue fluctuations of diluted…

In arXiv:1410.7268v3, the authors consider eigenvalues of overlapping Wishart matrices and prove that its fluctuations asymptotically convergence to the Gaussian free field. In this brief note, their result is extended to show that when the…

A relativistic bounce-averaged quasilinear diffusion equation is derived to describe stochastic particle transport associated with arbitrary-frequency electromagnetic fluctuations in a nonuniform magnetized plasma. Expressions for the…

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

We consider two families of polynomials $\mathbb{P}=\polP$ and $\mathbb{Q}=\polQ$\footnote{Here and below we consider only monic polynomials.} orthogonal on the real line with respect to probability measures $\mu$ and $\nu$ respectively.…

The goal of the paper is to give a complete description of the images of noncommutative polynomials with zero constant term on upper triangular matrix algebras over an algebraically closed field. This is a variation of the old and famous…

Recursive algebraic construction of two infinite families of polynomials in $n$ variables is proposed as a uniform method applicable to every semisimple Lie group of rank $n$. Its result recognizes Chebyshev polynomials of the first and…