We study the smallest eigenvalue statistics of the $β$-Laguerre and $β$-Jacobi ensembles. Using Kaneko's integral formula, we show that the smallest eigenvalue marginal density and distribution functions of the two ensembles for any $β>0$ can be represented in terms of multivariate Laguerre and Jacobi polynomials evaluated at a multiple of the identity, provided that the exponent of $x$ in the Laguerre and Jacobi weights is an integer. These representations are readily computable in explicit form using existing symbolic algorithms for multivariate orthogonal polynomials.
From these expressions, we derive new differentiation formulas for the multivariate Laguerre and Jacobi polynomials. Furthermore, we derive explicit solutions to the Painleve V and VI differential equations associated with the smallest eigenvalue of the LUE and JUE. We provide numerical experiments and examples.
An asymptotic expression of the orthonormal polynomials $\mathcal{P}_{N}(z)$ as $N\rightarrow\infty$, associated with the singularly perturbed Laguerre weight $w_α(x;t)=x^α{\rm e}^{-x-\frac{t}{x}},~x\in[0,\infty),~α>-1,~t\geq0$ is derived. Based on this, we establish the asymptotic behavior of the smallest eigenvalue, $λ_{N}$, of the Hankel matrix generated by the weight $w_α(x;t)$.
We introduce two ordinary second-order linear differential equations of the Laguerre- and Jacobi-type. Solutions are written as infinite series of square integrable functions in terms of the Laguerre and Jacobi polynomials, respectively. The expansion coefficients of the series satisfy three-term recursion relations, which are solved in terms of orthogonal polynomials with continuous and/or discrete spectra. Most of these are well-known polynomials whereas few are not. We present physical applications of these differential equations in quantum mechanics.
We obtain large $n$ asymptotics of $n \times n$ Hankel determinants whose weight has a one-cut regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where the associated equilibrium measure possesses either one soft edge and one hard edge (Laguerre-type) or two hard edges (Jacobi-type). We also present some applications in the theory of random matrices. In particular, we can deduce from our results asymptotics for partition functions with singularities, central limit theorems, correlations of the characteristic polynomials, and gap probabilities for (piecewi…
We study the probability distribution of the ratio between the second smallest and smallest eigenvalue in the $n\times n$ Laguerre Unitary Ensemble. The probability that this ratio is greater than $r>1$ is expressed in terms of an $n \times n$ Hankel determinant with a perturbed Laguerre weight. The limiting probability distribution for the ratio as $n\to\infty$ is found as an integral over $(0,\infty)$ containing two functions $q_{1}(x)$ and $q_{2}(x)$. These functions satisfy a system of two coupled Painlevé V equations, which are derived from a Lax pair of a Riemann-Hilbert problem. We comp…
We study the asymptotic behavior of the smallest eigenvalue, $λ_{N}$, of the Hankel (or moments) matrix denoted by $\mathcal{H}_{N}=\left(μ_{m+n}\right)_{0\leq m,n\leq N}$, with respect to the weight $w(x)=x^α{\rm e}^{-x^β},~x\in[0,\infty),~α>-1,~β>\frac{1}{2}$. Based on the research by Szegö, Chen, etc., we obtain an asymptotic expression of the orthonormal polynomials $\mathcal{P}_{N}(z)$ as $N\rightarrow\infty$, associated with $w(x)$. Using this, we obtain the specific asymptotic formulas of $λ_{N}$ in this paper. Applying the parallel algorithm discovered by Emmart, Chen and Weems, we get…
Under the Kolmogorov--Smirnov metric, an upper bound on the rate of convergence to the Gaussian distribution is obtained for linear statistics of the matrix ensembles in the case of the Gaussian, Laguerre, and Jacobi weights. The main lemma gives an estimate for the characteristic functions of the linear statistics; this estimate is uniform over the growing interval. The proof of the lemma relies on the Riemann--Hilbert approach.
We show that for $β\ge 1$ the semigroups of $β$-Laguerre and $β$-Jacobi processes of different dimensions are intertwined in analogy to a similar result for $β$-Dyson Brownian motion recently obtained by Ramanan and Shkolnikov. These intertwining relations generalize to arbitrary $β\ge 1$ the ones obtained for $β=2$ by the author, O'Connell and Warren between $h$-transformed Karlin-McGregor semigroups. Moreover they form the key step towards constructing a multilevel process in a Gelfand-Tsetlin pattern leaving certain Gibbs measures invariant. Finally as a by product we obtain a relation betw…
The present paper is about Bernstein-type estimates for Jacobi polynomials and their applications to various branches in mathematics. This is an old topic but we want to add a new wrinkle by establishing some intriguing connections with dispersive estimates for a certain class of Schrödinger equations whose Hamiltonian is given by the generalized Laguerre operator. More precisely, we show that dispersive estimates for the Schrödinger equation associated with the generalized Laguerre operator are connected with Bernstein-type inequalities for Jacobi polynomials. We use known uniform estimates f…
In a previous paper we derived equivalence relations for pseudo-Wronskian determinants of Hermite polynomials. In this paper we obtain the analogous result for Laguerre and Jacobi polynomials. The equivalence formulas are richer in this case since rational Darboux transformations can be defined for four families of seed functions, as opposed to only two families in the Hermite case. The pseudo-Wronskian determinants of Laguerre and Jacobi type will thus depend on two Maya diagrams, while Hermite pseudo-Wronskians depend on just one Maya diagram. We show that these equivalence relations can be …
The statistics of the smallest eigenvalue of Wishart-Laguerre ensemble is important from several perspectives. The smallest eigenvalue density is typically expressible in terms of determinants or Pfaffians. These results are of utmost significance in understanding the spectral behavior of Wishart-Laguerre ensembles and, among other things, unveil the underlying universality aspects in the asymptotic limits. However, obtaining exact and explicit expressions by expanding determinants or Pfaffians becomes impractical if large dimension matrices are involved. For the real matrices ($β=1$) Edelman …
Dispersion Estimates for the Discrete Laguerre Operator
我们推导了离散Laguerre算子$H_0$（即与Laguerre多项式相关的Jacobi算子）的演化群$\exp(-\mathrm{i} t H_0)$的核的Jacobi多项式的显式表达式。在此基础上，我们证明了从$\ell^1$到$\ell^\infty$的演化群的范数由$(1+t^2)^{-1/2}$给出.
The theory of Pólya ensembles of positive definite random matrices provides structural formulas for the corresponding biorthogonal pair, and correlation kernel, which are well suited to computing the hard edge large $N$ asymptotics. Such an analysis is carried out for products of Laguerre ensembles, the Laguerre Muttalib-Borodin ensemble, and products of Laguerre ensembles and their inverses. The latter includes as a special case the Jacobi unitary ensemble. In each case the hard edge scaled kernel permits an expansion in powers of $1/N$, with the leading term given in a structured form involv…
In the hard edge scaling limit of the Jacobi unitary ensemble generated by the weight $x^α(1-x)^β,~x\in[0,1],~α,β>0$, the probability that all eigenvalues of Hermitian matrices from this ensemble lie in the interval $[t,1]$ is given by the Fredholm determinant of the Bessel kernel. We derive the constant in the asymptotics of this Bessel-kernel determinant. A specialization of the results gives the constant in the asymptotics of the probability that the interval $(-a,a),a>0,$ is free of eigenvalues in the Jacobi unitary ensemble with the symmetric weight $(1-x^2)^β, x\in[-1,1]$.
The spectral measures of random Jacobi matrices related to beta ensembles at high temperature and Dirichlet processes
Mathematical Institute, Tohoku University（东北大学数学研究所）；Faculty of Mathematics Mechanics Informatics, University of Science, Vietnam National University（越南国立大学科学大学数学力学信息学院）；Global Center for Science and Engineering, Waseda University（早稻田大学全球科学与工程中心）
A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $β$ ensemble, characterised by the Dyson parameter $β$, and the Laguerre weight $x^a e^{-βx/2}$, $x > 0$ in the hard edge limit. The latter relates to the eigenvalues in the vicinity of the origin in the scaled variable $x \mapsto x/4N$. Previous work has established the corresponding functional form of various statistical quantities --- for example the distribution of the smallest eigenvalue, provided that $a \in \mathbb Z_{\ge 0}$. We show,…
In this paper, we study the Hankel determinant associated with the degenerate Laguerre unitary ensemble. This problem originates from the largest or smallest eigenvalue distribution of the degenerate Laguerre unitary ensemble. We derive the ladder operators and its compatibility condition with respect to a general perturbed weight. By applying the ladder operators to our problem, we obtain two auxiliary quantities $R_n(t)$ and $r_n(t)$ and show that they satisfy the coupled Riccati equations, from which we find that $R_n(t)$ satisfies the Painlevé V equation. Furthermore, we prove that $σ_{n}(…
The ensemble average of $| \sum_{j=1}^N e^{i k λ_j} |^2$ is of interest as a probe of quantum chaos, as is its connected part, the structure function. Plotting this average for model systems of chaotic spectra reveals what has been termed a dip-ramp-plateau shape. Generalising earlier work of Brézin and Hikami for the Gaussian unitary ensemble, it is shown how the average in the case of the Laguerre unitary ensemble can be reduced to an expression involving the spectral density of the Jacobi unitary ensemble. This facilitates studying the large $N$ limit, and so quantifying the dip-ramp-platea…
A New Class of Exceptional Orthogonal Polynomials: The Type III $X_{m}$-Laguerre Polynomials And The Spectral Analysis of Three Types of Exceptional Laguerre Polynomials
We discuss the exceptional Laguerre and the exceptional Jacobi orthogonal polynomials in the framework of the supersymmetric quantum mechanics (SUSYQM). We express the differential equations for the Jacobi and the Laguerre exceptional orthogonal polynomials (EOP) as the eigenvalue equations and make an analogy with the time independent Schrödinger equation to define "Hamiltonians" enables us to study the EOPs in the framework of the SUSYQM and to realize the underlying shape invariance associated with such systems. We show that the underlying shape invariance symmetry is responsible for the so…
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.
In this paper, we address a class of problems in unitary ensembles. Specifically, we study the probability that a gap symmetric about 0, i.e. $(-a,a)$ is found in the Gaussian unitary ensembles (GUE) and the Jacobi unitary ensembles (JUE) (where in the JUE, we take the parameters $α=β$). By exploiting the even parity of the weight, a doubling of the interval to $(a^2,\infty)$ for the GUE, and $(a^2,1)$, for the (symmetric) JUE, shows that the gap probabilities maybe determined as the product of the smallest eigenvalue distributions of the LUE with parameter $α=-1/2,$ and $α=1/2$ and the (shift…
