A note on biorthogonal ensembles
From MaRDI portal
Publication:935072
DOI10.1016/J.JAT.2007.08.006zbMATH Open1149.42014arXivmath-ph/0608052OpenAlexW2063410262MaRDI QIDQ935072FDOQ935072
Authors: Patrick Desrosiers, Peter J. Forrester 
Publication date: 31 July 2008
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Abstract: We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It is known that the eigenvalue correlation functions of such ensembles can be written as a determinant of a kernel function. We show that the kernel is itself an average of a single ratio of characteristic polynomials. In the same vein, we prove that the type I multiple polynomials can be expressed as an average of the inverse of a characteristic polynomial. We finally introduce a new biorthogonal matrix ensemble, namely the chiral unitary perturbed by a source term.
Full work available at URL: https://arxiv.org/abs/math-ph/0608052
Recommendations
Random matrices (algebraic aspects) (15B52) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)
Cites Work
- On the distribution of the largest eigenvalue in principal components analysis
- Title not available (Why is that?)
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Large \(n\) limit of Gaussian random matrices with external source. II
- Multiple orthogonal polynomials for classical weights
- Some classical multiple orthogonal polynomials
- Large \(n\) limit of Gaussian random matrices with external source. I
- Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
- Random Hermitian matrices in an external field
- Biorthogonal ensembles
- Correlations of nearby levels induced by a random potential
- Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
- Integral representations for multiple Hermite and multiple Laguerre polynomials.
- Averages of characteristic polynomials in random matrix theory
- Asymptotic correlations for Gaussian and Wishart matrices with external source
- Title not available (Why is that?)
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- Asymptotics of multiple orthogonal polynomials associated with the modified Bessel functions of the first kind.
- Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices
- Padé and Hermite-Padé approximation and orthogonality
- Multiple orthogonal polynomials associated with the modified Bessel functions of the first kind
- On some integrals over theU(N) unitary group and their largeNlimit
- A Christoffel--Darboux formula for multiple orthogonal polynomials
- Universality of correlation functions of Hermitian random matrices in an external field
- NEW SOLVABLE MATRIX INTEGRALS
- Thek-point random matrix kernels obtained from one-point supermatrix models
Cited In (40)
- On the Christoffel-Darboux kernel for random Hermitian matrices with external source
- Eigenvalue separation in some random matrix models
- Mixed type multiple orthogonal polynomials: Perfectness and interlacing properties of zeros
- Universal microscopic spectrum of the unquenched QCD Dirac operator at finite temperature
- Characteristic polynomials of products of non-Hermitian Wigner matrices: finite-\(N\) results and Lyapunov universality
- Multiple skew-orthogonal polynomials and 2-component Pfaff lattice hierarchy
- Matrices coupled in a chain: I. Eigenvalue correlations
- Asymptotics of the Hard Edge Pearcey Determinant
- Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
- Large deviations for disordered bosons and multiple orthogonal polynomial ensembles
- Limit theorems for biorthogonal ensembles and related combinatorial identities
- Large deviations for a non-centered Wishart matrix
- Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
- Spectral statistics for the difference of two Wishart matrices
- Phase transitions for products of characteristic polynomials under Dyson Brownian motion
- A vector Riemann-Hilbert approach to the Muttalib-Borodin ensembles
- Noncolliding squared Bessel processes
- Non-intersecting squared Bessel paths: Critical time and double scaling limit
- Local universality in biorthogonal Laguerre ensembles
- Universality for random matrices with equi-spaced external source: a case study of a biorthogonal ensemble
- Averages of products and ratios of characteristic polynomials in polynomial ensembles
- Raney distributions and random matrix theory
- Gap probability for the hard edge Pearcey process
- Biorthogonal ensembles
- Average characteristic polynomials of determinantal point processes
- Singular values for products of two coupled random matrices: hard edge phase transition
- On characteristic polynomials for a generalized chiral random matrix ensemble with a source
- The \(k\)-tacnode process
- Non-intersecting squared Bessel paths with one positive starting and ending point
- On statistics of bi-orthogonal eigenvectors in real and complex Ginibre ensembles: combining partial Schur decomposition with supersymmetry
- Nikishin systems are perfect. The case of unbounded and touching supports
- Hard-edge asymptotics of the Jacobi growth process
- Determinantal process starting from an orthogonal symmetry is a Pfaffian process
- Average characteristic polynomials in the two-matrix model
- Biorthogonal ensembles with two-particle interactions
- Average characteristic polynomials for multiple orthogonal polynomial ensembles
- Hermitian and non-Hermitian perturbations of chiral Gaussian β-ensembles
- The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
- Dynamical correlation functions for products of random matrices
- Nonintersecting Brownian bridges between reflecting or absorbing walls
This page was built for publication: A note on biorthogonal ensembles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q935072)
