In a recent study we have obtained correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk and at the soft edge of the spectrum. In the present study these results are used to similarly analyze the eigenvalue density for Gaussian and Laguerre random matrix ensembles with orthogonal and symplectic symmetry. As in the case of unitary symmetry, a matching is exhibited between the asymptotic expansion of the bulk density, expanded about the edge, and the asymptotic expansion of the edge density, expanded into the bulk. In addition, aspects of the asymptotic expansion of the smoothed density, which involves delta functions at the endpoints of the support, are interpreted microscopically.
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated precisely in the Introduction (Theorems 1.1, 1.4, 1.6 and Corollaries 1.2, 1.5, 1.7). They concern the appropriately rescaled kernels K_{n,beta}, correlation and cluster functions, gap probabilities and the distributions of the largest and smallest eigenvalues. Corresponding results for unitary (beta=2) Laguerre-type ensembles have been proved by the fourth autho…
The standard block orthogonal (SBO) polynomials $P_{i;n}(x), 0\le i\le n$ are real polynomials of degree $n$ which are orthogonal with respect to a first Euclidean scalar product to polynomials of degree less than $i$. In addition, they are mutually orthogonal with respect to a second Euclidean scalar product. Applying the general results obtained in a previous paper, we determine and investigate these polynomials when the first scalar product corresponds to Hermite (resp. Laguerre) polynomials. These new sets of polynomials, we call Hermite (resp. Laguerre) SBO polynomials, provide a basis of…
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.
Using the theory of orthogonal polynomials, their associated recursion relations and differential formulas we develop a method for evaluating new integrals. The method is illustrated by obtaining a closed-form expression for the value of an integral that involves the Bessel function and associated Laguerre polynomial. The result, which is given by Eq. (19) in the text, is written in terms of the Gegenbauer (ultra-spherical) polynomial.
Analogs of Laguerre and Meixner orthogonal polynomials in the algebra of symmetric functions are studied. This is a detailed exposition of part of the results announced in arXiv:1009.2037. The work is motivated by a connection with a model of infinite-dimensional Markov dynamics.
Consider the Laguerre polynomials and deform them by the introduction in the measure of an exponential singularity at zero. In [Chen Y., Its A., J. Approx. Theory 162 (2010), 270-297, arXiv:0808.3590] the authors proved that this deformation can be described by systems of differential/difference equations for the corresponding recursion coefficients and that these equations, ultimately, are equivalent to the Painlevé III equation and its Bäcklund/Schlesinger transformations. Here we prove that an analogue result holds for some kind of semiclassical matrix-valued orthogonal polynomials of Lague…
The Cholesky factorization of the moment matrix is considered for discrete orthogonal polynomials of hypergeometrical type. We derive the Laguerre-Freud equations when the first moments of the weights are given by the ${}_1F_2$, ${}_2F_2$ and ${}_3F_2$ generalized hypergeometrical functions.
A previous study of exactly solvable rationally-extended radial oscillator potentials and corresponding Laguerre exceptional orthogonal polynomials carried out in second-order supersymmetric quantum mechanics is extended to $k$th-order one. The polynomial appearing in the potential denominator and its degree are determined. The first-order differential relations allowing one to obtain the associated exceptional orthogonal polynomials from those arising in a ($k-1$)th-order analysis are established. Some nontrivial identities connecting products of Laguerre polynomials are derived from shape in…
We study a q-generalization of the classical Laguerre/Hermite orthogonal polynomials. Explicit results include: the recursive coefficients, matrix elements of generators for the Heisenberg algebra, and the Hankel determinants. The power of quadratic relation is illustrated by comparing two ways of calculating recursive coefficients. Finally, we derive a q-deformed version of the Toda equations for both q-Laguerre/Hermite ensembles.
It has been recently discovered that exceptional families of Sturm-Liouville orthogonal polynomials exist, that generalize in some sense the classical polynomials of Hermite, Laguerre and Jacobi. In this paper we show how new families of exceptional orthogonal polynomials can be constructed by means of multiple-step algebraic Darboux transformations. The construction is illustrated with an example of a 2-step Darboux transformation of the classical Laguerre polynomials, which gives rise to a new orthogonal polynomial system indexed by two integer parameters. For particular values of these para…
In recent years, many exceptional orthogonal polynomials (EOP) were introduced and used to construct new families of 1D exactly solvable quantum potentials, some of which are shape invariant. In this paper, we construct from Hermite and Laguerre EOP and their related quantum systems new 2D superintegrable Hamiltonians with higher-order integrals of motion and the polynomial algebras generated by their integrals of motion. We obtain the finite-dimensional unitary representations of the polynomial algebras and the corresponding energy spectrum. We also point out a new type of degeneracies of the…
Continuing our earlier investigation of the Hermite case [J. Math. Phys. 55 (2014), 042102], we study an unorthodox variant of the Berezin-Toeplitz quantization scheme associated with Laguerre polynomials. In particular, we describe a "Laguerre analogue" of the classical Fock (Segal-Bargmann) space and the relevant semi-classical asymptotics of its Toeplitz operators; the former actually turns out to coincide with the Hilbert space appearing in the construction of the well-known Barut-Girardello coherent states. Further extension to the case of Legendre polynomials is likewise discussed.
We solve the complex extension of the chiral Gaussian Symplectic Ensemble, defined as a Gaussian two-matrix model of chiral non-Hermitian quaternion real matrices. This leads to the appearance of Laguerre polynomials in the complex plane and we prove their orthogonality. Alternatively, a complex eigenvalue representation of this ensemble is given for general weight functions. All k-point correlation functions of complex eigenvalues are given in terms of the corresponding skew orthogonal polynomials in the complex plane for finite-N, where N is the matrix size or number of eigenvalues, respecti…
A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the classical matrix ensembles with orthogonal symmetry, it is known that forming superpositions and decimations gives rise to classical matrix ensembles with unitary and symplectic symmetry. The basic identities expressing these facts can be extended to include a parameter, which in turn provides us with probability density functions which we take as the defin…
We consider polynomials orthogonal on $[0,\infty)$ with respect to Laguerre-type weights $w(x)=x^αe^{-Q(x)}$, where $α>-1$ and where $Q$ denotes a polynomial with positive leading coefficient. The main purpose of this paper is to determine Plancherel-Rotach type asymptotics in the entire complex plane for the orthonormal polynomials with respect to $w$, as well as asymptotics of the corresponding recurrence coefficients and of the leading coefficients of the orthonormal polynomials. As an application we will use these asymptotics to prove universality results in random matrix theory. We will p…
We show that the squared maximal height of the top path among $N$ non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This result can be thought of as a discrete version of K. Johansson's result that the supremum of the Airy$_2$ process minus a parabola has the Tracy-Widom GOE distribution, and as such it provides an explanation for how this distribution arises in models belonging to the KPZ universality class with flat initial data. The result can be recast in terms of the prob…
The Bochner Classification Theorem (1929) characterizes the polynomial sequences $\p_{n}\}_{n=0}^{\infty}$, with $\text{deg}\,p_{n}=n$ that simultaneously form a complete set of eigenstates for a second-order differential operator and are orthogonal with respect to a positive Borel measure having finite moments of all orders. Indeed, up to a complex linear change of variable, only the classical Hermite, Laguerre, and Jacobi polynomials satisfy these conditions. In 2009, Gómez-Ullate, Kamran, and Milson found that for sequences $\{p_{n}\}_{n=1}^{\infty}$, $\text{deg}\,p_{n}=n$ (without the cons…
We apply the method of skew-orthogonal polynomials (SOP) in the complex plane to asymmetric random matrices with real elements, belonging to two different classes. Explicit integral representations valid for arbitrary weight functions are derived for the SOP and for their Cauchy transforms, given as expectation values of traces and determinants or their inverses, respectively. Our proof uses the fact that the joint probability distribution function for all combinations of real eigenvalues and complex conjugate eigenvalue pairs can be written as a product. Examples for the SOP are given in term…
In this paper we present a Maple library (MOPs) for computing Jack, Hermite, Laguerre, and Jacobi multivariate polynomials, as well as eigenvalue statistics for the Hermite, Laguerre, and Jacobi ensembles of Random Matrix theory. We also compute multivariate hypergeometric functions, and offer both symbolic and numerical evaluations for all these quantities. We prove that all algorithms are well-defined, analyze their complexity, and illustrate their performance in practice. Finally, we also present a few of the possible applications of this library.
Exceptional orthogonal polynomial systems (X-OPS) arise as eigenfunctions of Sturm-Liouville problems and generalize in this sense the classical families of Hermite, Laguerre and Jacobi. They also generalize the family of CPRS orthogonal polynomials. We formulate the following conjecture: every exceptional orthogonal polynomial system is related to a classical system by a Darboux-Crum transformation. We give a proof of this conjecture for codimension 2 exceptional orthogonal polynomials (X2-OPs). As a by-product of this analysis, we prove a Bochner-type theorem classifying all possible X2-OPS.…
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.
The analogous quaternionic polynomials of a class of bivariate orthogonal polynomials (arXiv: 1502.07256, 2014) introduced. The ladder operators for these quaternionic polynomials also studied. For the quaternionic case, the ladder operators are realized as differential operators in terms of the so-called Cullen derivatives. Some physically interesting summation and integral formulas are proved, and their physical relevance is also briefly discussed.
In this paper, we study the large $N$ behavior of the moment-generating function (MGF) of the linear statistics of $N\times N$ Hermitian matrices in the Gaussian unitary, symplectic, orthogonal ensembles (GUE, GSE, GOE) and Laguerre unitary, symplectic, orthogonal ensembles (LUE, LSE, LOE) at the edge of the spectrum. From the finite $N$ Fredholm determinant expression of the MGF of the linear statistics, we find the large $N$ asymptotics of the MGF associated with the Airy kernel in these Gaussian and Laguerre ensembles. Then we obtain the mean and variance of the suitably scaled linear stati…
H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials (H. Widom. J. Stat. Phys. 94, (1999) 347-363). We obtain similar results for discrete ensembles whose weights have rational discrete logarithmic derivatives, and compute explicitly correlation kernels associated to the classical Meixner and Charlier orthogonal polynomials.
In this paper we study the characteristic or generating function of a certain discontinuous linear statistics of the Laguerre unitary ensembles and show that this is a particular fifth Painléve transcendant in the variable $t,$ the position of the discontinuity. The proof of the ladder operators adapted to orthogonal polynomial with discontinuous weight announced sometime ago is presented here, followed by the non-linear difference equations satisfied by two auxiliary quantities and the derivation of the Painléve equation.
Some exactly solvable potentials in the position dependent mass background are generated whose bound states are given in terms of Laguerre- or Jacobi-type $X_1$ exceptional orthogonal polynomials. These potentials are shown to be shape invariant and isospectral to the potentials whose bound state solutions involve classical Laguerre or Jacobi polynomials.
The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlevé V system, and the solution of its associated linear isomonodromic system. In particular it is characterised by the polynomial solutions to the isomonodromic equations which are also orthogonal with respect to a deformation of the Laguerre weight. In the scaling to the hard edge regime we find an analogous situation where a certain Painlevé \IIId system and its associated linear isomonodromic system characterise the scaled distribution. We un…
Coefficients in the expansions of the form $\partial P_{n}(λ;z)}/\partialλ=\sum_{k=0}^{n}a_{nk}(λ)P_{k}(λ;z)$, where $P_{n}(λ;z)$ is the $n$th classical (the generalized Laguerre, Gegenbauer or Jacobi) orthogonal polynomial of variable $z$ and $λ$ is a parameter, are evaluated. A method we adopt in the present paper differs from that used by Fröhlich [Integral Transforms Spec. Funct. 2 (1994) 253] for the Jacobi polynomials and by Koepf [Integral Transforms Spec. Funct. 5 (1997) 69] for the generalized Laguerre and the Gegenbauer polynomials.
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…
We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.
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…
The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear statistic of the Laguerre unitary ensemble can similarly be expressed in terms of a solution of the fifth Painleve equation. The methodology used to derive these results rely on two theories regarding differential equations for orthogonal polynomial systems, one involving isomonodromic deformations and the other ladder operators. We compare the two theories…
The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M\geq N, these are distributed according to a Wishart-Laguerre ensemble (WL) of random matrices of size N x M, with a fixed-trace constraint. We first compute the distribution and moments of the smallest eigenvalue in the fixed trace orthogonal WL ensemble for arbitrary M\geq N. Our method is based on a Laplace inversion of the recursive results for the corresponding orthogonal WL ensemble by Edelman. Explicit example…
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.
Diagonalization of a certain operator in irreducible representations of the positive discrete series of the quantum algebra U_q(su(1,1)) is studied. Spectrum and eigenfunctions of this operator are found in an explicit form. These eigenfunctions, when normalized, constitute an orthonormal basis in the representation space. The initial U_q(su(1,1))-basis and the basis of eigenfunctions are interrelated by a matrix with entries, expressed in terms of big q-Laguerre polynomials. The unitarity of this connection matrix leads to an orthogonal system of functions, which are dual with respect to big …
The main monotonic statistical complexity-like measures of the Rakhmanov's probability density associated to the hypergeometric orthogonal polynomials (HOPs) in a real continuous variable, each of them quantifying two configurational facets of spreading, are examined in this work beyond the Cramér-Rao one. The Fisher-Shannon and LMC (López-Ruiz-Mancini-Calvet) complexity measures, which have two entropic components, are analytically expressed in terms of the degree and the orthogonality weight's parameter(s) of the polynomials. The degree and parameter asymptotics of these two-fold spreading m…
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…
We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution converges in a uniform way. More precisely, the main result states that the expected Kolmogorov distance of the empirical spacing distribution from its universal limit converges to zero as the matrix size tends to infinity.
As the fourth stage of the project multi-indexed orthogonal polynomials, we present the multi-indexed Meixner and little $q$-Jacobi (Laguerre) polynomials in the framework of `discrete quantum mechanics' with real shifts defined on the semi-infinite lattice in one dimension. They are obtained, in a similar way to the multi-indexed Laguerre and Jacobi polynomials reported earlier, from the quantum mechanical systems corresponding to the original orthogonal polynomials by multiple application of the discrete analogue of the Darboux transformations or the Crum-Krein-Adler deletion of virtual stat…
We introduce a one-parameter deformation of the Wishart-Laguerre or chiral ensembles of positive definite random matrices with Dyson index beta=1,2 and 4. Our generalised model has a fat-tailed distribution while preserving the invariance under orthogonal, unitary or symplectic transformations. The spectral properties are derived analytically for finite matrix size NxM for all three beta, in terms of the orthogonal polynomials of the standard Wishart-Laguerre ensembles. For large-N in a certain double scaling limit we obtain a generalised Marcenko-Pastur distribution on the macroscopic scale, …
The Bures metric and the associated Bures-Hall measure is arguably the best choice for studying the spectrum of the quantum mechanical density matrix with no apriori knowledge of the system. We investigate the probability of a gap in the spectrum of this model, either at the bottom $ [0,s) $ or at the top $ (s,1] $, utilising the connection of this Pfaffian point-process with the allied problem in the determinantal point-process of the two-dimensional Cauchy-Laguerre bi-orthogonal polynomial system, now deformed with two variables $s,t$. To this end we develop new general results about Cauchy …
Orthogonal or symplectic Yangians are defined by the Yang-Baxter $RLL$ relation involving the fundamental $R$ matrix with $so(n)$ or $sp(2m)$ symmetry. Simple $L$ operators with linear or quadratic dependence on the spectral parameter exist under restrictive conditions. These conditions are investigated in general form.
We collect explicit and user-friendly expressions for one-point densities of the real eigenvalues $\{λ_i\}$ of $N\times N$ Wishart-Laguerre and Jacobi random matrices with orthogonal, unitary and symplectic symmetry. Using these formulae, we compute integer moments $τ_n=<\sum_{i=1}^Nλ_i^n>$ for all symmetry classes without any large $N$ approximation. In particular, our results provide exact expressions for moments of transmission eigenvalues in chaotic cavities with time-reversal or spin-flip symmetry and supporting a finite and arbitrary number of electronic channels in the two incoming lead…
The multi-indexed Laguerre and Jacobi polynomials form a complete set of orthogonal polynomials. They satisfy second-order differential equations but not three term recurrence relations, because of the 'holes' in their degrees. The multi-indexed Laguerre and Jacobi polynomials have Wronskian expressions originating from multiple Darboux transformations. For the ease of applications, two different forms of simplified expressions of the multi-indexed Laguerre and Jacobi polynomials are derived based on various identities. The parity transformation property of the multi-indexed Jacobi polynomials…
