Examples of the $β$-Jacobi ensemble specify the joint distribution of the transmission eigenvalues in scattering problems. In this context, there has been interest in the distribution of the trace, as the trace corresponds to the conductance. Earlier, in the case $β= 1$, the trace statistic was isolated in studies of covariance matrices in multivariate statistics, where it is referred to as Pillai's $V$ statistic. In this context, Davis showed that for $β= 1$ the trace statistic, and its Fourier-Laplace transform, can be characterised by $(N+1) \times (N+1)$ matrix differential equations. For the Fourier-Laplace transform, this leads to a vector recurrence for the moments. However, for the distribution itself the characterisation provided was incomplete, as the connection problem of determining the linear combination of Frobenius type solutions that correspond to the statistic was not solved. We solve this connection problem for Jacobi parameter $b$ and Dyson index $β$ non-negative integers. For the other Jacobi parameter $a$ also a non-negative integer, the power series portion of each Frobenius solution terminates to a polynomial, and the matrix differential equation gives a recurrence for their computation.
In this note we investigate the discrete spectrum of Jacobi matrix corresponding to polynomials defined by recurrence relations with periodic coefficients. As examples we consider a)the case when period $N$ of coefficients of recurrence relations equals three (as a particular case we consider "parametric" Chebyshev polynomials introduced by authors early); b)the elementary $N$-symmetrical Chebyshev polynomials ($N=3,4,5$), that was introduced by authors in the study of the "composite model of generalized oscillator".
In a previous paper, we presented conjectures of the recurrence relations with constant coefficients for the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we present a proof for the Laguerre and Jacobi cases. Their bispectral properties are also discussed, which give a method to obtain the coefficients of the recurrence relations explicitly. This paper extends to the Laguerre and Jacobi cases the bispectral techniques recently introduced by Gómez-Ullate et al. to derive explicit expressions for the coefficients of the recurrence relation…
For Jacobi parameters belonging to one of the three classes: asymptotically periodic, periodically modulated and the blend of these two, we study the asymptotic behavior of the Christoffel functions and the scaling limits of the Christoffel-Darboux kernel. We assume regularity of Jacobi parameters in terms of the Stolz class. We emphasize that the first class only gives rise to measures with compact supports.
We study orthogonal polynomials with periodically modulated Jacobi parameters in the case when $0$ lies on the soft edge of the spectrum of the corresponding periodic Jacobi matrix. We determine when the orthogonality measure is absolutely continuous and we provide a constructive formula for it in terms of the limit of Turán determinants. We next consider asymptotics of the solutions of associated second order difference equation. Finally, we study scaling limits of the Christoffel--Darboux kernel.
We propose two ways for determining the Green's matrix for problems admitting Hamiltonians that have infinite symmetric tridiagonal (i.e. Jacobi) matrix form on some basis representation. In addition to the recurrence relation comming from the Jacobi-matrix, the first approach also requires the matrix elements of the Green's operator between the first elements of the basis. In the second approach the recurrence relation is solved directly by continued fractions and the solution is continued analytically to the whole complex plane. Both approaches are illustrated with the non-trivial but calcul…
We present several new asymptotic trace formulas for Jacobi matrices whose coefficients satisfy a small deviation condition. Our results extend most of the existing trace formulas for Jacobi matrices.
We prove that the fluctuations of mesocopic linear statistics for orthogonal polynomial ensembles are universal in the sense that two measures with asymptotic recurrence coefficients have the same asymptotic mesoscopic fluctuations (under an additional assumption on the local regularity of one of the measures). The convergence rate of the recurrence coefficients determines the range of scales on which the limiting fluctuations are identical. Our main tool is an analysis of the Green's function for the associated Jacobi matrices. As a particular consequence we obtain a Central Limit Theorem for…
In this paper, we focus on the relationship between the fifth Painlevé equation and a Jacobi weight perturbed with random singularities, \begin{equation*} w(z)=\left(1-z^2\right)^α{\rm e}^{-\frac{t}{z^2-k^2}},~~~z,k\in[-1,1],~α,t>0. \end{equation*} By using the ladder operator approach, we obtain that an auxiliary quantity $R_n(t)$, which is closely related to the recurrence coefficients of monic polynomials orthogonal with $w(z)$, satisfies a particular Painlevé V equation.
We outline a relation between the densities for the $β$-ensembles with respect to the Jacobi weight $(1-x)^a(1+x)^b$ supported on the interval $(-1,1)$ and the Cauchy weight $(1-\mathrm{i}x)^η(1+\mathrm{i}x)^{\barη}$ by appropriate analytic continuation. This has the consequence of implying that the latter density satisfies a linear differential equation of degree three for $β=2$, and of degree five for $β=1$ and $4$, analogues of which are already known for the Jacobi weight $x^a(1-x)^b$ supported on $(0,1)$. We concentrate on the case $a=b$ (Jacobi weight on $(-1,1)$) and $η$ real (Cauchy we…
Borg-type uniqueness theorems for matrix-valued Jacobi operators H and supersymmetric Dirac difference operators D are proved. More precisely, assuming reflectionless matrix coefficients A, B in the self-adjoint Jacobi operator H=AS^+ + A^-S^- + B (with S^\pm the right/left shift operators on the lattice Z) and the spectrum of H to be a compact interval [E_-,E_+], E_- < E_+, we prove that A and B are certain multiples of the identity matrix. An analogous result which, however, displays a certain novel nonuniqueness feature, is proved for supersymmetric self-adjoint Dirac difference operators D…
We study a particular class of trace-preserving completely positive maps, called PQ-channels, for which classical and quantum evolutions are isolated in a certain sense. By combining open quantum random walks with a notion of recurrence, we are able to describe criteria for recurrence of the walk related to this class of channels. Positive recurrence for open walks is also discussed in this context.
Assume that $\{a_{n};\,n\geq0\}$ is a sequence of positive numbers and $\sum a_{n}^{\,-1}<\infty$. Let $α_{n}=ka_{n}$, $β_{n}=a_{n}+k^{2}a_{n-1}$ where $k\in(0,1)$ is a parameter, and let $\{P_{n}(x)\}$ be an orthonormal polynomial sequence defined by the three-term recurrence \[ α_{0}P_{1}(x)+(β_{0}-x)P_{0}(x)=0,\ α_{n}P_{n+1}(x)+(β_{n}-x)P_{n}(x)+α_{n-1}P_{n-1}(x)=0 \] for $n\geq1$, with $P_{0}(x)=1$. Let $J$ be the corresponding Jacobi (tridiagonal) matrix, i.e. $J_{n,n}=β_{n}$, $J_{n,n+1}=J_{n+1,n}=α_{n}$ for $n\geq0$. Then $J^{-1}$ exists and belongs to the trace class. We derive an expli…
We obtain bounds for the spectrum and for the total width of the spectral gaps for Jacobi matrices on $\ell^2(\Z)$ of the form $(Hψ)_n= a_{n-1}ψ_{n-1}+b_nψ_n+a_nψ_{n+1}$, where $a_n=a_{n+q}$ and $b_n=b_{n+q}$ are periodic sequences of real numbers. The results are based on a study of the quasimomentum $k(z)$ corresponding to $H$. We consider $k(z)$ as a conformal mapping in the complex plane. We obtain the trace identities which connect integrals of the Lyapunov exponent over the gaps with the normalised traces of powers of $H$.
We present various results on the properties of the four infinite sets of the exceptional $X_{\ell}$ polynomials discovered recently by Odake and Sasaki [{\it Phys. Lett. B} {\bf 679} (2009), 414-417; {\it Phys. Lett. B} {\bf 684} (2010), 173-176]. These $X_{\ell}$ polynomials are global solutions of second order Fuchsian differential equations with $\ell+3$ regular singularities and their confluent limits. We derive equivalent but much simpler looking forms of the $X_{\ell}$ polynomials. The other subjects discussed in detail are: factorisation of the Fuchsian differential operators, shape in…
This paper provides a mathematical framework for Fisher information analysis for inverse problems based on Gaussian noise on infinite-dimensional Hilbert space. The covariance operator for the Gaussian noise is assumed to be trace class, and the Jacobian of the forward operator Hilbert-Schmidt. We show that the appropriate space for defining the Fisher information is given by the Cameron-Martin space. This is mainly because the range space of the covariance operator always is strictly smaller than the Hilbert space. For the Fisher information to be well-defined, it is furthermore required that…
The statistical behaviour of the smallest eigenvalue has important implications for systems which can be modeled using a Wishart-Laguerre ensemble, the regular one or the fixed trace one. For example, the density of the smallest eigenvalue of the Wishart-Laguerre ensemble plays a crucial role in characterizing multiple channel telecommunication systems. Similarly, in the quantum entanglement problem, the smallest eigenvalue of the fixed trace ensemble carries information regarding the nature of entanglement. For real Wishart-Laguerre matrices, there exists an elegant recurrence scheme suggeste…
In this work, we study open quantum random walks, as described by S. Attal et al. These objects are given in terms of completely positive maps acting on trace-class operators, leading to one of the simplest open quantum versions of the recurrence problem for classical, discrete-time random walks. This work focuses on obtaining criteria for site recurrence of nearest-neighbor, homogeneous walks on the integer line, with the description presented here making use of recent results of the theory of open walks, most particularly regarding reducibility properties of the operators involved. This allo…
The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection symmetry exists and the probability factors into two other related probabilities, defined on single intervals. Our investigation uses the system of partial differential equations arising from the Fredholm determinant expression for the gap probability and the differential-recurrence equations satisfied by Hermite and Jacobi orthogonal polynomials. In our stud…
Sturm-Liouville oscillation theory is studied for Jacobi operators with block entries given by covariant operators on an infinite dimensional Hilbert space. It is shown that the integrated density of states of the Jacobi operator is approximated by the winding of the Pruefer phase w.r.t. the trace per unit volume. This rotation number can be interpreted as a spectral flow in a von Neumann algebra with finite trace.
We consider a family of discrete Jacobi operators on the one-dimensional integer lattice with Laplacian and potential terms modulated by a primitive invertible two-letter substitution. We investigate the spectrum and the spectral type, the fractal structure and fractal dimensions of the spectrum, exact dimensionality of the integrated density of states, and the gap structure. We present a review of previous results, some applications, and open problems. Our investigation is based largely on the dynamics of trace maps. This work is an extension of similar results on Schroedinger operators, alth…
We study power expansions of the characteristic function of a linear operator $A$ in a $p|q$-dimensional superspace $V$. We show that traces of exterior powers of $A$ satisfy universal recurrence relations of period $q$. `Underlying' recurrence relations hold in the Grothendieck ring of representations of $\GL(V)$. They are expressed by vanishing of certain Hankel determinants of order $q+1$ in this ring, which generalizes the vanishing of sufficiently high exterior powers of an ordinary vector space. In particular, this allows to explicitly express the Berezinian of an operator as a rational …
