Average characteristic polynomials for multiple orthogonal polynomial ensembles
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Abstract: Multiple orthogonal polynomials (MOP) are a non-definite version of matrix orthogonal polynomials. They are described by a Riemann-Hilbert matrix Y consisting of four blocks Y_{1,1}, Y_{1,2}, Y_{2,1} and Y_{2,2}. In this paper, we show that det Y_{1,1} (det Y_{2,2}) equals the average characteristic polynomial (average inverse characteristic polynomial, respectively) over the probabilistic ensemble that is associated to the MOP. In this way we generalize classical results for orthogonal polynomials, and also some recent results for MOP of type I and type II. We then extend our results to arbitrary products and ratios of characteristic polynomials. In the latter case an important role is played by a matrix-valued version of the Christoffel-Darboux kernel. Our proofs use determinantal identities involving Schur complements, and adaptations of the classical results by Heine, Christoffel and Uvarov.
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- A note on biorthogonal ensembles
- Averages of products and ratios of characteristic polynomials in polynomial ensembles
- Average characteristic polynomials of determinantal point processes
- Mixed type multiple orthogonal polynomials associated with the modified Bessel functions and products of two coupled random matrices
- Nikishin systems are perfect. The case of unbounded and touching supports
- Multiple orthogonal polynomial ensembles
- Average characteristic polynomials in the two-matrix model
- Multiple orthogonal polynomials in random matrix theory
- A Jacobi type Christoffel-Darboux formula for multiple orthogonal polynomials of mixed type
- Ensemble average of an arbitrary number of pairs of different eigenvalues using Grassmann integration
- On the multi-dimensional Favard lemma
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