Moments of discrete orthogonal polynomial ensembles

DOI10.1214/20-EJP472zbMATH Open1444.60010arXiv1907.12884OpenAlexW3099714372MaRDI QIDQ782819FDOQ782819

Fabio Deelan Cunden, Philip R. Cohen, Neil O'Connell

Publication date: 29 July 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We obtain factorial moment identities for the Charlier, Meixner and Krawtchouk orthogonal polynomial ensembles. Building on earlier results by Ledoux [Elect. J. Probab. 10, (2005)], we find hypergeometric representations for the factorial moments when the reference measure is Poisson (Charlier ensemble) and geometric (a particular case of the Meixner ensemble). In these cases, if the number of particles is suitably randomised, the factorial moments have a polynomial property, and satisfy three-term recurrence relations and differential equations. In particular, the normalised factorial moments of the randomised ensembles are precisely related to the moments of the corresponding equilibrium measures. We also briefly outline how these results can be interpreted as Cauchy-type identities for certain Schur measures.

Full work available at URL: https://arxiv.org/abs/1907.12884

zbMATH Keywords

hypergeometric functionsrandom matricesfactorial momentsCharlier Meixner Krawtchouk orthogonal polynomials

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Shape fluctuations and random matrices
• Hypergeometric Orthogonal Polynomials and Their q-Analogues
• A rational approximation and its applications to differential equations on the half line
• Orthogonal polynomial ensembles in probability theory
• Representations of symmetric groups and free probability
• The Euler characteristic of the moduli space of curves
• Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
• Matrix model calculations beyond the spherical limit.
• Asymptotic expansions for the Gaussian unitary ensemble
• On the \(1/n\) expansion for some unitary invariant ensembles of random matrices
• Matrix eigenvalue model: Feynman graph technique for all genera
• The asymptotic zero distribution of orthogonal polynomials with varying recurrence coefficients
• Constrained energy problems with applications to orthogonal polynomials of a discrete variable
• Statistical Theory of the Energy Levels of Complex Systems. I
• Discrete orthogonal polynomial ensembles and the Plancherel measure
• Asymptotics of Plancherel-type random partitions
• On the statistical properties of the level-spacings in nuclear spectra
• Conditioned random walks and the RSK correspondence
• The complex Wishart distribution and the symmetric group
• Asymptotics of unitary multimatrix models: the Schwinger-Dyson lattice and topological recursion
• Counting surfaces. CRM Aisenstadt chair lectures
• Non-colliding random walks, tandem queues, and discrete orthogonal polynomial ensembles
• A recursion formula for the moments of the Gaussian orthogonal ensemble
• Non-intersecting paths, random tilings and random matrices
• Free probability and random matrices
• Random matrices with complex Gaussian entries
• Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. {T}he continuous case
• Moments of random matrices and hypergeometric orthogonal polynomials
• Generating series for GUE correlators
• A convergent \({\frac{1}{N}}\) expansion for GUE
• Four-term recurrence relations for hypergeometric functions of the second order. II
• Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices
• Large-\(N\) expansion for the time-delay matrix of ballistic chaotic cavities
• Large N expansions for the Laguerre and Jacobi β-ensembles from the loop equations
• Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials: the discrete case

Cited In (11)

• Dip-ramp-plateau for Dyson Brownian motion from the identity on \(U(N)\)
• \(q\)-Pearson pair and moments in \(q\)-deformed ensembles
• Orthogonal polynomial ensembles in probability theory
• Spectral moments of the real Ginibre ensemble
• Moments of generalized Cauchy random matrices and continuous-Hahn polynomials
• Expanding the Fourier transform of the scaled circular Jacobi \(\beta\) ensemble density
• Moments of a single entry of circular orthogonal ensembles and Weingarten calculus
• Exact equivalences and phase discrepancies between random matrix ensembles
• Harer-Zagier type recursion formula for the elliptic GinOE
• Average characteristic polynomials for multiple orthogonal polynomial ensembles
• The lower tail of \(q\)-pushTASEP

Recommendations

• Orthogonal polynomial ensembles in probability theory 👍 👎
• Discrete orthogonal polynomial ensembles and the Plancherel measure 👍 👎
• Discrete entropies of orthogonal polynomials 👍 👎
• Moments of orthogonal polynomials and combinatorics 👍 👎
• Combinatorics of Orthogonal Polynomials and their Moments 👍 👎
• Moments of random matrices and hypergeometric orthogonal polynomials 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Moments of discrete orthogonal polynomial ensembles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q782819)