HERMITEAN MATRIX-ENSEMBLES AND ORTHOGONAL POLYNOMIALS

Authors
Citation
Y. Chen et Meh. Ismail, HERMITEAN MATRIX-ENSEMBLES AND ORTHOGONAL POLYNOMIALS, Studies in applied mathematics, 100(1), 1998, pp. 33-52
Citations number
30
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00222526
Volume
100
Issue
1
Year of publication
1998
Pages
33 - 52
Database
ISI
SICI code
0022-2526(1998)100:1<33:HMAOP>2.0.ZU;2-G
Abstract
In this article, we investigate orthogonal polynomials associated with complex Hermitean matrix ensembles using the combination of the metho ds of Coulomb fluid (or potential theory), chain sequences, and Birkho ff-Trjitzinsky theory, We give a general formula for the largest eigen value of the N x N Jacobi matrices (which is equivalent to estimating the largest zero of a sequence of orthogonal polynomials) and the two- level correlation function for the alpha ensembles (alpha > 0) introdu ced previously for alpha > 1, In the case of 0 < alpha < 1, we give a natural representation for the weight function that is a special case of the general Nevanlinna parametrization, We also discuss Hermitean m atrix ensembles associated with general indeterminate moment problems.