The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed in terms of certain discrete, and $q$, skew orthogonal polynomials respectively. We give a theory of both of these classes of polynomials, and the correlation kernels determining the correlation functions, in the cases that the weights for the corresponding discrete unitary ensembles are classical. Crucial for this are certain difference operators which relate the relevant symmetric inner products to the skew symmetric ones, and have a tridiagonal action on the corresponding (discrete or $q$) orthogonal polynomials.
Particular class of skew orthogonal polynomials are introduced and investigated, which possess Laurent symmetry. They are also shown to appear as eigenfunctions of symplectic generalized eigenvalue problems. The modification of these polynomials gives some symplectic eigenvalue problem and the corresponding matrix is shown to be equivalent to butterfly matrix, which is a canonical form of symplectic matrices.
Jacobi's method is a well-known algorithm in linear algebra to diagonalize symmetric matrices by successive elementary rotations. We report about the generalization of these elementary rotations towards canonical transformations acting in Hamiltonian phase spaces. This generalization allows to use Jacobi's method in order to compute eigenvalues and eigenvectors of Hamiltonian (and skew-Hamiltonian) matrices with either purely real or purely imaginary eigenvalues by successive elementary symplectic "decoupling"-transformations.
This paper is to evaluate certain Catalan-Hankel Pfaffians by the theory of skew orthogonal polynomials. Due to different kinds of hypergeometric orthogonal polynomials underlying the Askey scheme, we explicitly construct the classical skew orthogonal polynomials and then give different examples of Catalan-Hankel Pfaffians with continuous and $q$-moment sequences.
In this article, we consider the Christoffel transformations for skew-orthogonal polynomials and partial-skew-orthogonal polynomials. We demonstrate that the Christoffel transformations can act as spectral problems for discrete integrable hierarchies, and therefore we derive certain integrable hierarchies from these transformations. Some reductional cases are also considered.
We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal polynomials, in analogue to the approach of Nadal and Majumdar (NM) for the Gaussian unitary ensemble (GUE). Generalizing the techniques of Adler, Forrester, Nagao and van Moerbeke, and using "overlapping Pfaffian" identities due to Knuth, we explicitly construct these semi-classical skew-orthogonal polynomials in terms of the semi-classical orthogonal polynomials …
In this paper, we introduce multiple skew-orthogonal polynomials and investigate their connections with classical integrable systems. By using Pfaffian techniques, we show that multiple skew-orthogonal polynomials can be expressed by multi-component Pfaffian tau-functions upon appropriate deformations. Moreover, a two-component Pfaff lattice hierarchy, which is equivalent to the Pfaff-Toda hierarchy studied by Takasaki, is obtained by considering the recurrence relations and Cauchy transforms of multiple skew-orthogonal polynomials.
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity. Our results are analogous to those that Fahs obtained for random unitary matrices in [14]. A key feature of the formulae we derive is that the phase transitions in the moments of moments are seen to depend on the symmetry group in question in a significant way.
Inspired by Aomoto's $q$-Selberg integral, the orthogonal ensemble in the exponential lattice is considered in this paper. By introducing a skew symmetric kernel, the configuration space of this ensemble is constructed to be symmetric and thus, corresponding skew inner product, skew orthogonal polynomials as well as correlation functions are explicitly formulated. Examples including Al-Salam & Carlitz, $q$-Laguerre, little $q$-Jacobi and big $q$-Jacobi cases are considered.
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their theory in providing an explicit construction of skew-orthogonal polynomials in terms of orthogonal polynomials that satisfy a three-term recurrence relation, for general weight functions in the complex plane. New examples for symplectic ensembles are provided, based on recent developments in orthogonal polynomials on planar domains or curves in the complex pla…
We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative chaos measures after normalization for sufficiently small real powers. The main tool is a new asymptotic relation between the fractional moments of the absolute characteristic polynomials of Gaussian Orthogonal, Unitary, and Symplectic Ensembles.
We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald processes introduced by Borodin and Corwin. Through this connection, we obtain explicit formulae for the distribution of singular values of a deterministic matrix multiplied by a truncated Haar orthogonal or symplectic matrix under conditions where the latter factor acts as a rank $1$ perturbation. Consequently, we generalize the recent Kieburg-Kuijlaars-Stivigny fo…
In this paper we study the sp(2m)-invariant Dirac operator Ds which acts on symplectic spinors, from an orthogonal point of view. By this we mean that we will focus on the subalgebra so(m), as this will allow us to derive branching rules for the space of 1-homogeneous polynomial solutions for the operator Ds (hence generalising the classical Fischer decomposition in harmonic analysis for a vector variable in Rm). To arrive at this result we use techniques from representation theory, including the transvector algebra Z(sp(4),so(4)) and tensor products of Verma modules.
Let $X$ be a compact Riemann surface of genus $g \geq 2$, and let $D \subset X$ be a fixed finite subset. Let $\mathcal{M}(r,d,α)$ denote the moduli space of stable parabolic $G$-bundles (where $G$ is a complex orthogonal or symplectic group) of rank $r$, degree $d$ and weight type $α$ over $X$. Hitchin discovered that the cotangent bundle of the moduli space of stable bundles on an algebraic curve is an algebraically completely integrable system fibered, over a space of invariant polynomials, either by a Jacobian or a Prym variety of spectral curves. In this paper we study the Hitchin fibers …
Exteded Yangian algebras of orthogonal and symplectic types are defined by the Yang-Baxter RLL relation involving the fundamental R-matrix with $so(n)$ or $sp(2m)$ symmetry. We study representations of highest weight characterized by weight function ratios. We consider the algebra relations for the linear and the quadratic evaluations and the resulting conditions imposed on the representation weights. We present expressions of L-operators constructed on underlying Clifford and Heisenberg algebras and characterize their representations.
We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the matrix-size tends to infinity in terms of the volumes of certain regions involving continuous Gelfand-Tsetlin patterns with constraints. The results we find differ from those in the unitary case considered previously
