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Christoffel deformation of a measure on the real line consists of multipying this measure by a squared polynomial having its roots in $\R$. We introduce Christoffel deformations of discrete orthogonal polynomial ensembles by considering the…

概率论 · 数学 2024-03-08 Pierre Lazag

Discrete spectral transformations of skew orthogonal polynomials are presented. From these spectral transformations, it is shown that the corresponding discrete integrable systems are derived both in 1+1 dimension and in 2+1 dimension.…

数学物理 · 物理学 2012-03-01 Hiroshi Miki , Hiroaki Goda , Satoshi Tsujimoto

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…

数学物理 · 物理学 2007-05-23 A. Borodin , E. Strahov

We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlev\'e equation. The first example deals with Freud weights $|x|^\rho \exp(-|x|^m)$ on the real line,…

经典分析与常微分方程 · 数学 2013-10-04 Walter Van Assche

The discrete orthogonality relations hold for all the orthogonal polynomials obeying three term recurrence relations. We show that they also hold for multi-indexed Laguerre and Jacobi polynomials, which are new orthogonal polynomials…

经典分析与常微分方程 · 数学 2024-06-19 Choon-Lin Ho , Ryu Sasaki

We investigate semi-classical generalizations of the Charlier and Meixner polynomials, which are discrete orthogonal polynomials that satisfy three-term recurrence relations. It is shown that the coefficients in these recurrence relations…

可精确求解与可积系统 · 物理学 2013-07-19 Peter A Clarkson

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 a multivariate version of the so-called Lancaster problem of characterizing canonical correlation coefficients of symmetric bivariate distributions with identical marginals and orthogonal polynomial expansions. The marginal…

概率论 · 数学 2013-03-21 Robert C. Griffiths , Dario Spanò

We study the semi-discrete directed random polymer model introduced by O'Connell and Yor. We obtain a representation for the moment generating function of the polymer partition function in terms of a determinantal measure. This measure is…

数学物理 · 物理学 2017-01-26 Takashi Imamura , Tomohiro Sasamoto

This work explores classical discrete multiple orthogonal polynomials, including Hahn, Meixner of the first and second kinds, Kravchuk, and Charlier polynomials, with an arbitrary number of weights. Explicit expressions for the recursion…

经典分析与常微分方程 · 数学 2024-09-25 Amílcar Branquinho , Juan E. F. Díaz , Ana Foulquié-Moreno , Manuel Mañas , Thomas Wolfs

In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…

数学物理 · 物理学 2013-07-03 Patrik L. Ferrari

We consider the asymptotics of the Plancherel measures on partitions of $n$ as $n$ goes to infinity. We prove that the local structure of a Plancherel typical partition (which we identify with a Young diagram) in the middle of the limit…

组合数学 · 数学 2008-03-02 Alexei Borodin , Andrei Okounkov , Grigori Olshanski

We define the $L$-measure on the set of Dirichlet characters as an analogue of the Plancherel measure, once considered as a measure on the irreducible characters of the symmetric group. We compare the two measures and study the limit in…

概率论 · 数学 2017-01-17 Yacine Barhoumi-Andréani

In this paper, we consider sequences of polynomials that satisfy differential--difference recurrences. Our interest is motivated by the fact that polynomials satisfying such recurrences frequently appear as generating polynomials of integer…

组合数学 · 数学 2016-05-11 Pawel Hitczenko , Amanda Lohss

Diaconis and Griffiths (2014) study the multivariate Krawtchouk polynomials orthogonal on the multinomial distribution. In this paper we derive the reproducing kernel orthogonal polynomials Q_n(x,y};N,p) on the multinomial distribution…

概率论 · 数学 2019-02-06 Persi Diaconis , Robert Griffiths

In this thesis, we investigate the asymptotics of random partitions chosen according to probability measures coming from the representation theory of the symmetric groups $S_n$ and of the finite Chevalley groups $GL(n,F_q)$ and…

表示论 · 数学 2010-12-21 Pierre-Loïc Méliot

Ensembles of random stochastic and bistochastic matrices are investigated. While all columns of a random stochastic matrix can be chosen independently, the rows and columns of a bistochastic matrix have to be correlated. We evaluate the…

可精确求解与可积系统 · 物理学 2009-09-29 V. Cappellini , H. -J. Sommers , W. Bruzda , K. Zyczkowski

For orthogonal polynomials defined by compact Jacobi matrix with exponential decay of the coefficients, precise properties of orthogonality measure is determined. This allows showing uniform boundedness of partial sums of orthogonal…

泛函分析 · 数学 2007-05-23 Josef Obermaier , Ryszard Szwarc

We consider the smallest eigenvalue distributions of some Freud unitary ensembles, that is, the probabilities that all the eigenvalues of the Hermitian matrices from the ensembles lie in the interval $(t,\infty)$. This problem is related to…

数学物理 · 物理学 2024-02-26 Chao Min , Liwei Wang

We investigate whether the Wigner semi-circle and Marcenko-Pastur distributions, often used for deep neural network theoretical analysis, match empirically observed spectral densities. We find that even allowing for outliers, the observed…

机器学习 · 统计学 2021-11-04 Diego Granziol