scholarly journals Asymptotics for Averages over Classical Orthogonal Ensembles

Author(s):  
Tom Claeys ◽  
Gabriel Glesner ◽  
Alexander Minakov ◽  
Meng Yang

Abstract We study the averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar-distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher–Hartwig singularities in cases where some of the singularities merge together and for symbols with a gap or an emerging gap. We obtain these asymptotics by relying on known analogous results in the unitary group and on asymptotics for associated orthogonal polynomials on the unit circle. As consequences of our results, we derive asymptotics for gap probabilities in the circular orthogonal and symplectic ensembles and an upper bound for the global eigenvalue rigidity in the orthogonal ensembles.

Author(s):  
Greg W. Anderson

This article describes a direct approach for computing scalar and matrix kernels, respectively for the unitary ensembles on the one hand and the orthogonal and symplectic ensembles on the other hand, leading to correlation functions and gap probabilities. In the classical orthogonal polynomials (Hermite, Laguerre, and Jacobi), the matrix kernels for the orthogonal and symplectic ensemble are expressed in terms of the scalar kernel for the unitary case, using the relation between the classical orthogonal polynomials going with the unitary ensembles and the skew-orthogonal polynomials going with the orthogonal and symplectic ensembles. The article states the fundamental theorem relating the orthonormal and skew-orthonormal polynomials that enter into the Christoffel-Darboux kernels


2017 ◽  
Vol 06 (02) ◽  
pp. 1750007 ◽  
Author(s):  
Christophe Charlier ◽  
Tom Claeys

We apply the operation of random independent thinning on the eigenvalues of [Formula: see text] Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as [Formula: see text].


2007 ◽  
Vol 28 (2) ◽  
pp. 173-197 ◽  
Author(s):  
Judit Minguez Ceniceros ◽  
Walter Van Assche

2013 ◽  
Vol 286 (17-18) ◽  
pp. 1778-1791 ◽  
Author(s):  
Dimitar K. Dimitrov ◽  
A. Sri Ranga

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