相关论文: Biorthogonal ensembles
We present a solution to a problem suggested by Philippe Biane: We prove that a certain Plancherel-type probability distribution on partitions converges, as partitions get large, to a new determinantal random point process on the set…
The aim of this paper is to construct sup-exponentially localized kernels and frames in the context of classical orthogonal expansions, namely, expansions in Jacobi polynomials, spherical harmonics, orthogonal polynomials on the ball and…
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…
For the unitary ensembles of $N\times N$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For…
We point out a simple criterion for convergence of polynomials to a concrete entire function in the Laguerre-P\'{o}lya ($\mathcal{LP}$) class (of all functions arising as uniform limits of polynomials with only real roots). We then use this…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…
We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.
We study mapping properties of operators with kernels defined via a combination of continuous and discrete orthogonal polynomials, which provide an abstract formulation of quantum (q-) Fourier type systems. We prove Ismail conjecture…
We consider determinantal Coulomb gas ensembles with a class of discrete rotational symmetric potentials whose droplets consist of several disconnected components. Under the insertion of a point charge at the origin, we derive the…
We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
We consider mixed type multiple orthogonal polynomials associated with a system of weight functions consisting of two vectors. One vector is defined in terms of scaled modified Bessel function of the first kind $I_\mu$ and $I_{\mu+1}$, the…
Inspired by Aomoto's $q$-Selberg integral, the orthogonal ensemble in the exponential lattice is considered in this paper. By introducing a skew symmetric kernel, the configuration space of this ensemble is constructed to be symmetric and…
Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…
Recently subclasses of polynomial ensembles for additive and multiplicative matrix convolutions were identified which were called P\'olya ensembles (or polynomial ensembles of derivative type). Those ensembles are closed under the…
We study some random interlaced configurations considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We claim that these random configurations are determinantal and give their…
We derive an elementary formula for Janossy densities for determinantal point processes with a finite rank projection-type kernel. In particular, for beta=2 polynomial ensembles of random matrices we show that the Janossy densities on an…
We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…