Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
نویسندگان
چکیده
$N$-dimensional Bessel and Jacobi processes describe interacting particle systems with $N$ particles are related to $\beta$-Hermite, $\beta$-Laguerre, $\beta$-Jacobi ensembles. For fixed there exist associated weak limit theorems (WLTs) in the freezing regime $\beta\to\infty$ $\beta$-Hermite $\beta$-Laguerre case by Dumitriu Edelman (2005) explicit formulas for covariance matrices $\Sigma_N$ terms of zeros orthogonal polynomials. Recently, authors derived these WLTs a different way computed $\Sigma_N^{-1}$ eigenvalues eigenvectors thus $\Sigma_N$. In present paper we use data theory finite dual polynomials de Boor Saff derive from where, ensembles, our simpler than those Edelman. We asymptotic results soft edge $N\to\infty$ Airy function. expressions
منابع مشابه
Random block matrices and matrix orthogonal polynomials
In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be uniformly approximated by roots of matrix orthogonal polynomials which were investigated independently from the random matrix literature. As a consequence we deriv...
متن کاملHard and soft edge spacing distributions for random matrix ensembles with orthogonal and symplectic symmetry
Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation of the gap probabilities for certain superimposed ensembles with orthogonal symmetry allows for the exact evaluation of the gap probabilities at the hard and...
متن کاملCharacteristic Polynomials of Complex Random Matrix Models
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 in terms of a determinant containing these polynomials and their kernel. It generalizes the known expression for hermitian matrices and it also provides a g...
متن کاملOrthogonal Polynomials and Exact Correlation Functions for Two Cut Random Matrix Models
Exact eigenvalue correlation functions are computed for large N hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support a Z2 symmetric distribution is obtained. This results in an exact explicit expression for the kernel at large N which determines all eigenvalue correlators. T...
متن کاملOn Orthogonal Matrix Polynomials
In this paper we deal with orthogonal matrix polynomials. First of all, we establish some basic notations and results we need later. A matrix polynomial P is a matrix whose entries are polynomials, or, equivalently, a combination P(t) = A 0 +A 1 t+ +A n t n , where A 0 ; ; A n are numerical matrices (the size of all the matrices which appear in this paper is N N). A positive deenite matrix of m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Physics
سال: 2021
ISSN: ['0022-2488', '1527-2427', '1089-7658']
DOI: https://doi.org/10.1063/5.0028706