Average characteristic polynomials for multiple orthogonal polynomial ensembles

DOI10.1016/J.JAT.2009.11.008zbMATH Open1202.42047arXiv0907.0156OpenAlexW1985683078MaRDI QIDQ976204FDOQ976204

Authors: Steven Delvaux 

Publication date: 17 June 2010

Published in: Journal of Approximation Theory (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/0907.0156

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zbMATH Keywords

determinantal point processRiemann-Hilbert problemSchur complementChristoffel-Darboux kernel(Block) Hankel determinantaverage characteristic polynomialmultiple/matrix orthogonal polynomials

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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Cited In (16)

• Matrix-valued orthogonal polynomials related to hexagon tilings
• Correlation functions for determinantal processes defined by infinite block Toeplitz minors
• The two-periodic Aztec diamond and matrix valued orthogonal polynomials
• Critical measures on higher genus Riemann surfaces
• A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature
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• 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
• Average characteristic polynomials in the two-matrix model
• Multiple orthogonal polynomial ensembles
• 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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