Pfaffian Expressions for Random Matrix Correlation Functions

It is well known that Pfaffian formulas for eigenvalue correlations are useful in the analysis of real and quaternion random matrices. Moreover the parametric correlations in the crossover to complex random matrices are evaluated in the forms of Pfaffians. In this article, we review the formulations and applications of Pfaffian formulas. For that purpose, we first present the general Pfaffian expressions in terms of the corresponding skew orthogonal polynomials. Then we clarify the relation to Eynard and Mehta’s determinant formula for hermitian matrix models and explain how the evaluation is simplified in the cases related to the classical orthogonal polynomials. Applications of Pfaffian formulas to random matrix theory and other fields are also mentioned.     

On the Relation Between Orthogonal,Symplectic and Unitary Matrix Ensembles

For the unitary ensembles of N×N Hermitian matrices associated with a weight function w there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For the orthogonal and symplectic ensembles of Hermitian matrices there are 2×2 matrix kernels, usually constructed using skew-orthogonal polynomials, which play an analogous role. These matrix kernels are determined by their upper left-hand entries. We derive formulas expressing these entries in terms of the scalar kernel for the corresponding unitary ensembles. We also show that whenever w/w is a rational function the entries are equal to the scalar kernel plus some extra terms whose number equals the order of w/w. General formulas are obtained for these extra terms. We do not use skew-orthogonal polynomials in the derivations     

On the Zeros of Polynomials Satisfying Certain Linear Second-Order ODEs Featuring Many Free Parameters

Certain techniques to obtain properties of the zeros of polynomials satisfying second-order ODEs are reviewed. The application of these techniques to the classical polynomials yields formulas which were already known; new are instead the formulas for the zeros of the (recently identified, and rather explicitly known) polynomials satisfying a (recently identified) second-order ODE which features many free parameters and only polynomial solutions. Some of these formulas have a Diophantine connotation. Techniques to manufacture infinite sequences of second-order ODEs featuring only polynomial solutions are also reported.     

A Method for q-Calculus

Abstract

We present a notation for q-calculus, which leads to a new method for computations and classifications of q-special functions. With this notation many formulas of q-calculus become very natural, and the q-analogues of many orthogonal polynomials and functions assume a very pleasant form reminding directly of their classical counterparts.

The first main topic of the method is the tilde operator, which is an involution operating on the parameters in a q-hypergeometric series. The second topic is the q-addition, which consists of the Ward–AlSalam q-addition invented by Ward 1936 [102, p. 256] and Al-Salam 1959 [5, p. 240], and the Hahn q-addition.

In contrast to the the Ward–AlSalam q-addition, the Hahn q-addition, compare [57, p. 362] is neither commutative nor associative, but on the other hand, it can be written as a finite product.

We will use the generating function technique by Rainville [76] to prove recurrences for q-Laguerre polynomials, which are q-analogues of results in [76]. We will also find q-analogues of Carlitz’ [26] operator expression for Laguerre polynomials. The notation for Cigler’s [37] operational calculus will be used when needed. As an application, q-analogues of bilinear generating formulas for Laguerre polynomials of Chatterjea [33, p. 57], [32, p. 88] will be found.     

Random matrix model for disordered conductors

We present a random matrix ensemble where real, positive semi-definite matrix elements, x, are log-normal distributed, exp[−log²(x)]. We show that the level density varies with energy, E, as 2/(1+E) for large E, in the unitary family, consistent with the expectation for disordered conductors. The two-level correlation function is studied for the unitary family and found to be largely of the universal form despite the fact that the level density has a non-compact support. The results are based on the method of orthogonal polynomials (the Stieltjes-Wigert polynomials here). An interesting random walk problem associated with the joint probability distribution of the ensuing ensemble is discussed and its connection with level dynamics is brought out. It is further proved that Dyson’s Coulomb gas analogy breaks down whenever the confining potential is given by a transcendental function for which there exist orthogonal polynomials.     

Confluent Hypergeometric Orthogonal Polynomials Related to the Rational Quantum Calogero System with Harmonic Confinement

Two families (type A and type B) of confluent hypergeometric polynomials in several variables are studied. We describe the orthogonality properties, differential equations, and Pieri-type recurrence formulas for these families. In the one-variable case, the polynomials in question reduce to the Hermite polynomials (type A) and the Laguerre polynomials (type B), respectively. The multivariable confluent hypergeometric families considered here may be used to diagonalize the rational quantum Calogero models with harmonic confinement (for the classical root systems) and are closely connected to the (symmetric) generalized spherical harmonics investigated by Dunkl. Received:Received: 20 October 1996 / Accepted: 3 March 1997     

Brownian-motion ensembles of random matrix theory: A classification scheme and an integral transform method

We study a class of Brownian-motion ensembles obtained from the general theory of Markovian stochastic processes in random-matrix theory. The ensembles admit a complete classification scheme based on a recent multivariable generalization of classical orthogonal polynomials and are closely related to Hamiltonians of Calogero–Sutherland-type quantum systems. An integral transform is proposed to evaluate the n-point correlation function for a large class of initial distribution functions. Applications of the classification scheme and of the integral transform to concrete physical systems are presented in detail.     

Orthogonal harmonic polynomials onU(2)

Electric charges and free electromagnetic waves are supposed to be described locally with the same wave differential equation. It is only the topology that is considered to be different. The calculated nonlocalU(2) individuals are characterized by polynomials that belong neither to the classical nor to the Szegö polynomials. The construction of the polynomial solution in component form, their orthogonality over singular measures, the relationships to the Jacobi polynomials, Rodriguez formulas, product decomposition, asymptotic formulas, and completeness are presented in some detail. The possibility is discussed of whether this highly nonlocal model for electric charges can have a physical significance. This work is intended to be a first step for the realization of an old idea of Einstein's (and also commented on by Dirac) to start with the electric charge, not with the Planck constant, as the primary concept for quantum theory.     

Universality in Orthogonal and Symplectic Invariant Matrix Models with Quartic Potential

In this work, we develop an orthogonal-polynomials approach for random matrices with orthogonal or symplectic invariant laws, called one-matrix models with polynomial potential in theoretical physics, which are a generalization of Gaussian random matrices. The representation of the correlation functions in these matrix models, via the technique of quaternion determinants, makes use of matrix kernels. We get new formulas for matrix kernels, generalizing the known formulas for Gaussian random matrices, which essentially express them in terms of the reproducing kernel of the theory of orthogonal polynomials. Finally, these formulas allow us to prove the universality of the local statistics of eigenvalues, both in the bulk and at the edge of the spectrum, for matrix models with two-band quartic potential by using the asymptotics given by Bleher and Its for the corresponding orthogonal polynomials.     

Chebyshev polynomials and Fourier transform of <Emphasis Type="Italic">SU</Emphasis>(2) irreducible representation character as spin tomographic star-product kernel

Spin tomographic symbols of qudit states and spin observables are studied. Spin observables are associated with the functions on a manifold whose points are labeled by the spin projections and sphere S ² coordinates. The star-product kernel for such functions is obtained in an explicit form and connected with the Fourier transform of characters of the SU(2) irreducible representation. The kernels are shown to be in close relation to the Chebyshev polynomials. Using specific properties of these polynomials, we establish the recurrence relation between the kernels for different spins. Employing the explicit form of the star-product kernel, a sum rule for Clebsch–Gordan and Racah coefficients is derived. Explicit formulas are obtained for the dual tomographic star-product kernel as well as for intertwining kernels which relate spin tomographic symbols and dual tomographic symbols.     

Time-dependent generalized polynomial chaos

Generalized polynomial chaos (gPC) has non-uniform convergence and tends to break down for long-time integration. The reason is that the probability density distribution (PDF) of the solution evolves as a function of time. The set of orthogonal polynomials associated with the initial distribution will therefore not be optimal at later times, thus causing the reduced efficiency of the method for long-time integration. Adaptation of the set of orthogonal polynomials with respect to the changing PDF removes the error with respect to long-time integration. In this method new stochastic variables and orthogonal polynomials are constructed as time progresses. In the new stochastic variable the solution can be represented exactly by linear functions. This allows the method to use only low order polynomial approximations with high accuracy. The method is illustrated with a simple decay model for which an analytic solution is available and subsequently applied to the three mode Kraichnan–Orszag problem with favorable results.     

New Properties of the Zeros of Krall Polynomials

We identify a new class of algebraic relations satisfied by the zeros of orthogonal polynomials that are eigenfunctions of linear differential operators of order higher than two, known as Krall polynomials. Given an orthogonal polynomial family , we relate the zeros of the polynomial p_N with the zeros of p_m for each m ≤ N (the case m = N corresponding to the relations that involve the zeros of p_N only). These identities are obtained by finding exact expressions for the similarity transformation that relates the spectral and the (interpolatory) pseudospectral matrix representations of linear differential operators, while using the zeros of the polynomial p_N as the interpolation nodes. The proposed framework generalizes known properties of classical orthogonal polynomials to the case of nonclassical polynomial families of Krall type. We illustrate the general result by proving new identities satisfied by the Krall-Legendre, the Krall-Laguerre and the Krall-Jacobi orthogonal polynomials.     

An Expansion for Polynomials Orthogonal Over an Analytic Jordan Curve

We consider polynomials that are orthogonal over an analytic Jordan curve L with respect to a positive analytic weight, and show that each such polynomial of sufficiently large degree can be expanded in a series of certain integral transforms that converges uniformly in the whole complex plane. This expansion yields, in particular and simultaneously, Szegő’s classical strong asymptotic formula and a new integral representation for the polynomials inside L. We further exploit such a representation to derive finer asymptotic results for weights having finitely many singularities (all of algebraic type) on a thin neighborhood of the orthogonality curve. Our results are a generalization of those previously obtained in [7] for the case of L being the unit circle. Dedicated to Prof. Guillermo López Lagomasino on the occasion of his 60th birthday     

Sum rules including first order quantum corrections for neutron scattering experiments on isotopic mixtures of monatomic fluids

The sum rules for neutron scattering experiments on monatomic isotopic mixtures are studied. The scattering is separated into a self part and a distinct part rather than into an incoherent part and a coherent part. Exact expressions for the moments are derived in terms of polynomials in ? ². The coefficients in these polynomials are sums of averages of hermitean operators that have a classical analogue. For the interpretation, the coefficients are approximated including first order quantum corrections.

It is argued that the separation into coherent and incoherent scattering is not justified in the presence of ‘isotopic incoherence’. Approximate expressions for the sum rules are proposed, in which combined averages (over the isotopic composition) appear of the scattering amplitudes and masses of the scattering atoms. These expressions, including first order quantum corrections to the sum rules, are not available in the literature.

The importance of correct averaging over the isotopic composition of expressions that involve scattering amplitudes and masses is discussed for the case of a maximum incoherent mixture of ³⁶Ar and ⁴⁰Ar.     

Correlation Kernels for Discrete Symplectic and Orthogonal Ensembles

In [49] H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials. We obtain similar results for discrete ensembles with rational discrete logarithmic derivative, and compute explicitly correlation kernels associated to the classical Meixner and Charlier orthogonal polynomials.     

Biorthogonal ensembles

One object of interest in random matrix theory is a family of point ensembles (ramdom point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one-parametric deformation of these ensembles, which is defined in terms of the biorthogonal polynomials of Jacobi, Laguerre and Hermite type.Our main result is a series of explicit expressions for the correlation functions in the scaling limit (as the number of points goes to infinity). As in the classical case, the correlation functions have determinatal form. They are given by certain new kernels which are described in terms of Wright's generalized Bessel function and can be viewed as a generalization of the well-known sine and Bessel kernels.In contrast to the conventional kernels, the new kernels are non-symmetric. However, they possess other, rather surprising, symmetry properties.Our approach to finding the limit kernel also differs from the conventional one, because of lack of a simple explicit Christoffel-Darboux formula for the biorthogonal polynomials.     

Distribution of the First Particle in Discrete Orthogonal Polynomial Ensembles

 We show that the distribution function of the first particle in a discrete orthogonal polynomial ensemble can be obtained through a certain recurrence procedure, if the (difference or q-) log-derivative of the weight function is rational. In a number of classical special cases the recurrence procedure is equivalent to the difference and q-Painlevé equations of [10, 17]. Our approach is based on the formalism of discrete integrable operators and discrete Riemann–Hilbert problems developed in [3, 4]. Received: 12 April 2002 / Accepted: 17 September 2002 Published online: 20 January 2003 Communicated by P. Sarnak     

Transitive ensembles of random matrices related to orthogonal polynomials

Transitive correlations of eigenvalues for random matrix ensembles intermediate between real symmetric and hermitian, self-dual quaternion and hermitian, and antisymmetric and hermitian are studied. Expressions for exact n-point correlation functions are obtained for random matrix ensembles related to general orthogonal polynomials. The asymptotic formulas in the limit of large matrix dimension are evaluated at the spectrum edges for the ensembles related to the Legendre polynomials. The results interpolate known asymptotic formulas for random matrix eigenvalues.     

全球变暖对高温破纪录事件规律性的影响

分别采用高斯分布函数和偏态分布函数分析了厦门市1954—2004年51年日观测温度资料中的高温破纪录事件的统计规律,并以此采用蒙特卡罗方法对厦门市未来高温破纪录事件发展趋势进行了模拟.结果显示:厦门近50年来6月的日温度观测资料更符合偏态函数统计规律性; 但理论研究表明偏态函数与高斯函数有着同样的收敛极限,即Gumbel 分布函数. 模拟结果还显示:在全球增暖背景下的基于偏态函数分布的蒙特卡罗模拟能较好地揭示未来厦门市极端事件发生规律, 并对厦门未来的10年6月份日温度概率分布做了预测.全球增暖背景,一方 关键词： 高温破纪录事件 蒙特卡罗模拟 偏态分布函数     

基于环扇域正交多项式的频域分析

利用傅里叶变换得到了Zernike多项式和环扇域内正交多项式的功率谱密度（PSD）分布,以及正交多项式每项所对应的峰值径向空间频率和半峰值径向空间频率范围。通过对比发现,正交多项式与相同阶的Zernike多项式PSD分布相似,但是却含有更高的空间频率成分。通过计算机仿真,发现正交多项式中每一项都基本上只代表特定的空间频率范围,根据相位度量的环扇形镜面面形空间频率分布,选择适当的正交多项式的项进行拟合,不仅能够节省运算时间,而且还可以保证拟合精度。