Average characteristic polynomials of determinantal point processes (Q2261599): Difference between revisions

For a collection \(x_1,\dots,x_N\) of real random variables which forms a biorthogonal ensemble (i.e., a determinantal point process associated with a rank \(N\) bounded projection operator), this paper investigates the average characteristic polynomial \(\mathbb{E}\left[\prod_{i=1}^N(z-x_i)\right]\). In particular, it focuses on the relation between the zero counting probability measure of the previous characteristic polynomial and the empirical measure of the determinantal point process as \(N\to\infty\). More specifically, this paper provides a sufficient condition so that, as \(N\to\infty\), the convergence of the moments of the zero counting probability measure is equivalent to the almost sure convergence of the moments of the empirical measure for a large class of determinantal point processes. As an application, a description for the limiting zero distribution of multiple Hermite and multiple Laguerre polynomials is provided, something that was not known before.