We study the averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar-distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher–Hartwig singularities in cases where some of the singularities merge together and for symbols with a gap or an emerging gap. We obtain these asymptotics by relying on known analogous results in the unitary group and on asymptotics for associated orthogonal polynomials on the unit circle. As consequences of our results, we derive asymptotics for gap probabilities in the circular orthogonal and symplectic ensembles and an upper bound for the global eigenvalue rigidity in the orthogonal ensembles.
We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig singularities in cases where some of the singularities merge together, and for symbols with a gap or an emerging gap. We obtain these asymptotics by relying on known analogous results in the unitary group and on asymptotics for associated orthogonal polynomials on the unit circle. As consequences of our results, we derive asymptotics for gap probabilities in the Circular Orthogonal and Symplectic Ensembles, and an upper bound for the global eigenvalue rigidity in the orthogonal ensembles.
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly incomplete part of the configuration. We show that our construction yields a well behaving transformation of sufficiently regular point processes. In the case of determinantal point processes, we explain that special cases of the conditional ensembles already appear implicitly in the literature, namely in the study of unitary invariant random matrix ensembles, in the Its-Izergin-Korepin-Slavnov method to analyze Fredholm determinants, and in the study of number rigidity. As applications of our construction, we show that a class of determinantal point processes induced by orthogonal projection operators, including the sine, Airy, and Bessel point processes, satisfy a strengthened notion of number rigidity, and we give a probabilistic interpretation of the Its-Izergin-Korepin-Slavnov method.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.