Asymptotics of toeplitz, hankel, and toeplitz+ hankel determinants with fisher-hartwig singularities

P Deift, A Its, I Krasovsky - Annals of mathematics, 2011 - JSTOR
We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols
possess Fisher-Hartwig singularities on a smooth background. We prove the general …

[HTML][HTML] CMV matrices: Five years after

B Simon - Journal of Computational and Applied Mathematics, 2007 - Elsevier
CMV matrices: Five years after - ScienceDirect Skip to main contentSkip to article Elsevier logo
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Bergman polynomials on an archipelago: estimates, zeros and shape reconstruction

B Gustafsson, M Putinar, EB Saff… - Advances in …, 2009 - Elsevier
Growth estimates of complex orthogonal polynomials with respect to the area measure
supported by a disjoint union of planar Jordan domains (called, in short, an archipelago) are …

Szegő polynomials from hypergeometric functions

A Ranga - Proceedings of the American Mathematical Society, 2010 - ams.org
Szegő polynomials with respect to the weight function $\omega (\theta)= e^{\eta\theta}[\sin
(\theta/2)]^{2\lambda} $, where $\eta,\lambda\in\mathbb {R} $ and $\lambda>-1/2$ are …

Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices

J Baik - 2006 - projecteuclid.org
In a recent study of large nonnull sample covariance matrices, a new sequence of functions
generalizing the Gaussian unitary ensemble (GUE) Tracy-Widom distribution of random …

The Fisher-Hartwig formula and entanglement entropy

AR Its, VE Korepin - Journal of Statistical Physics, 2009 - Springer
Toeplitz matrices have applications to different problems of statistical mechanics. Recently it
was used for calculation of entanglement entropy in spin chains. In the paper we review …

Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis

M Duits, ABJ Kuijlaars - … on Pure and Applied Mathematics: A …, 2009 - Wiley Online Library
The eigenvalue statistics of a pair (M1, M2) of n× n Hermitian matrices taken randomly with
respect to the measure 1\over Z_ n\exp\left (-n\rm Tr\,(V (M_ 1)+ W (M_ 2)-τ M_ 1 M …

Asymptotics of orthogonal polynomials with respect to an analytic weight with algebraic singularities on the circle

A Martínez-Finkelshtein… - International …, 2006 - ieeexplore.ieee.org
Strong asymptotics of orthogonal polynomials on the unit circle with respect to a weight of
the form W(z)=w(z)∏k=1^m|z-a_k|^2\beta_k,| z|= 1,| ak|= 1, β k>− 1/2, k= 1,…, m, where w …

On signal and extraneous roots in Singular Spectrum Analysis

K Usevich - arXiv preprint arXiv:1006.3436, 2010 - arxiv.org
In the present paper we study properties of roots of characteristic polynomials for the linear
recurrent formulae (LRF) that govern time series. We also investigate how the values of …

Universality limits involving orthogonal polynomials on the unit circle

E Levin, DS Lubinsky - Computational Methods and Function Theory, 2007 - Springer
We establish universality limits for measures on the unit circle. Assume that μ is a regular
measure on the unit circle in the sense of Stahl and Totik, and is absolutely continuous in an …