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相关论文: Biorthogonal ensembles

200 篇论文

We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…

数学物理 · 物理学 2023-01-30 Anas A. Rahman

The paper investigates the properties of certain biorthogonal polynomials appearing in a specific simultaneous Hermite-Pade' approximation scheme. Associated to any totally positive kernel and a pair of positive measures on the positive…

数学物理 · 物理学 2009-04-20 M. Bertola , M. Gekhtman , J. Szmigielski

We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…

数学物理 · 物理学 2007-05-23 Alexei Borodin , Grigori Olshanski , Eugene Strahov

We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…

数学物理 · 物理学 2018-03-19 Yan V Fyodorov , Jacek Grela , Eugene Strahov

We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…

概率论 · 数学 2014-04-21 Dimitris Cheliotis

The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…

可精确求解与可积系统 · 物理学 2009-11-07 M. Bertola , B. Eynard , J. Harnad

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…

数学物理 · 物理学 2013-07-29 Mario Kieburg

We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written…

高能物理 - 理论 · 物理学 2010-04-05 G. Akemann , G. Vernizzi

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…

概率论 · 数学 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

概率论 · 数学 2022-08-23 Sung-Soo Byun , Markus Ebke

This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…

统计力学 · 物理学 2023-03-07 Wouter Buijsman

In this paper, the structures to a family of biorthogonal polynomials that approximate to the Hermite and Generalized Laguerre polynomials are discussed respectively. Therefore, the asymptotic relation between several orthogonal polynomials…

经典分析与常微分方程 · 数学 2015-03-19 Yan Xu

Random features have been introduced to scale up kernel methods via randomization techniques. In particular, random Fourier features and orthogonal random features were used to approximate the popular Gaussian kernel. Random Fourier…

机器学习 · 计算机科学 2024-10-22 Nizar Demni , Hachem Kadri

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

统计力学 · 物理学 2009-10-31 T. H. Baker , P. J. Forrester , P. A. Pearce

We consider the roots of uniformly chosen complex and real reciprocal polynomials of degree $N$ whose Mahler measure is bounded by a constant. After a change of variables this reduces to a generalization of Ginibre's complex and real…

经典分析与常微分方程 · 数学 2019-12-02 Christopher D. Sinclair , Maxim L. Yattselev

The aim of the work is to construct new polynomial systems, which are solutions to certain functional equations which generalize the second-order differential equations satisfied by the so called classical orthogonal polynomial families of…

经典分析与常微分方程 · 数学 2023-07-31 Edmundo J. Huertas , Alberto Lastra , Víctor Soto-Larrosa

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

数学物理 · 物理学 2021-05-26 Peter J. Forrester

We consider the $q^\text{Volume}$ lozenge tiling model on a large, finite hexagon. It is well-known that random lozenge tilings of the hexagon correspond to a two-dimensional determinantal point process via a bijection with ensembles of…

数学物理 · 物理学 2025-04-25 Ahmad Barhoumi , Maurice Duits

We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of…

数学物理 · 物理学 2019-02-14 Gernot Akemann , Mario Kieburg , Adam Mielke , Pedro Vidal

The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…

表示论 · 数学 2007-05-23 Grigori Olshanski