Multivariable Christoffel-Darboux kernels and characteristic polynomials of random hermitian matrices

DOI10.3842/SIGMA.2006.085MaRDI QIDQ2472014zbMATH OpenOpenAlexFDO

Authors Hjalmar Rosengren

Publication date 19 February 2008

Published in SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0606391, https://eudml.org/doc/53818, http://www.emis.de/journals/SIGMA/2006/Paper085/

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zbMATH Keywords

determinantcorrelation functionPfaffianChristoffel-Darboux kernelrandom Hermitian matrixorthogonal polynomial ensemblemultivariable orthogonal polynomialSundquist's identities

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Determinants, permanents, traces, other special matrix functions (15A15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Abstract: We study multivariable Christoffel-Darboux kernels, which may be viewed as reproducing kernels for antisymmetric orthogonal polynomials, and also as correlation functions for products of characteristic polynomials of random Hermitian matrices. Using their interpretation as reproducing kernels, we obtain simple proofs of Pfaffian and determinant formulas, as well as Schur polynomial expansions, for such kernels. In subsequent work, these results are applied in combinatorics (enumeration of marked shifted tableaux) and number theory (representation of integers as sums of squares).

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Cited in

(7)

• Schur expansion of random-matrix reproducing kernels
• Poincaré series of Klein groups, Coxeter polynomials, the Burau representation, and Milnor invariants.
• Christoffel-Darboux kernels in several real variables
• Schur \(Q\)-polynomials, multiple hypergeometric series and enumeration of marked shifted tableaux
• Pfaffians and representations of the symmetric group
• Convergence of online pairwise regression learning with quadratic loss
• Algebro-geometric aspects of the Christoffel-Darboux kernels for classical orthogonal polynomials

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