相关论文: Biorthogonal ensembles

In this paper, we consider Muttalib-Borodin ensemble of Laguerre type, a determinantal point process over $[0,\infty)$ which depends on the varying weights $x^{\alpha}e^{-nV(x)}$, $\alpha>-1$, and a parameter $\theta$. For $\theta$ being a…

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

We study the singular values of the product of two coupled rectangular random matrices as a determinantal point process. Each of the two factors is given by a parameter dependent linear combination of two independent, complex Gaussian…

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…

We look at geometric limits of large random non-uniform permutations. We mainly consider two theories for limits of permutations: permuton limits, introduced by Hoppen, Kohayakawa, Moreira, Rath, and Sampaio to define a notion of scaling…

We establish an operator--theoretic correspondence between periodic Bernoulli kernels and Hermite polynomials, framed through the umbral calculus and a quantum analogy. Starting from the analytic master function $F^\ast$, the periodic…

The (BC type) z-measures are a family of four parameter $z, z', a, b$ probability measures on the path space of the nonnegative Gelfand-Tsetlin graph with Jacobi-edge multiplicities. We can interpret the $z$-measures as random point…

In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…

The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…

We characterize the biorthogonal polynomials that appear in the theory of coupled random matrices via a Riemann-Hilbert problem. Our Riemann-Hilbert problem is different from the ones that were proposed recently by Ercolani and McLaughlin,…

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or…

We consider two families of non-Hermitian Gaussian random matrices, namely the elliptical Ginibre ensembles of asymmetric N-by-N matrices with Dyson index beta=1 (real elements) and with beta=4 (quaternion-real elements). Both ensembles…

We study scaling limits of deterministic Jacobi matrices at a fixed point, $x_0$, and their connection to the scaling limits of the Christoffel-Darboux kernel at that point. We show that in the case that the orthogonal polynomials are…

We apply the general theory of Cauchy biorthogonal polynomials developed previously by the authors, to the case associated with Laguerre measures. In particular, we obtain explicit formulae in terms of Meijer-G functions for all key objects…

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

We consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary…

We consider the biorthogonal polynomials associated to the two-matrix model where the eigenvalue distribution has potentials V_1,V_2 with arbitrary rational derivative and whose supports are constrained on an arbitrary union of intervals…

We study a 3-parametric family of stochastic point processes on the one-dimensional lattice originated from a remarkable family of representations of the infinite symmetric group. We prove that the correlation functions of the processes are…

For random matrix ensembles with unitary symmetry, there is interest in the large $N$ form of the moments of the absolute value of the characteristic polynomial for their relevance to the Riemann zeta function on the critical line, and to…