From random matrices to quasi-periodic Jacobi matrices via orthogonal polynomials

نویسنده

  • Leonid Pastur
چکیده

We present an informal review of results on asymptotics of orthogonal polynomials, stressing their spectral aspects and similarity in two cases considered. They are polynomials orthonormal on a finite union of disjoint intervals with respect to the Szegö weight and polynomials orthonormal on R with respect to varying weights and having the same union of intervals as the set of oscillations of asymptotics. In both cases we construct double infinite Jacobi matrices with generically quasiperiodic coefficients and show that each of them is an isospectral deformation of another. Related results on asymptotic eigenvalue distribution of a class of random matrices of large size are also shortly discussed.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Stable Stieltjes Technique for Computing Orthogonal Polynomials and Jacobi Matrices Associated With a Class of Singular Measures Constructive Approximation 12, (1996) 509-530

A recursive technique for the determination of Jacobi matrices associated with multifractal measures generated via Iterated Functions Systems is described. This technique allows for the stable determination of large-rank matrices, a task for which the conventional approach, classical polynomial sampling, is proven here to be severely ill-conditioned. Application to the integration of smooth fun...

متن کامل

Random block matrices generalizing the classical ensembles

In this paper we consider random block matrices which generalize the classical Laguerre ensemble and the Jacobi ensemble. We show that the random eigenvalues of the matrices can be uniformly approximated by the roots of matrix orthogonal polynomials and obtain a rate for the maximum difference between the eigenvalues and the roots. This relation between the random block matrices and matrix orth...

متن کامل

Orthogonal Polynomials from Jacobi to Simon

4 Where do orthogonal polynomials come from? 10 Continued fractions . . . . . . . . . . . . . . . . . . . . . . . . . . 10 Padé approximation and rational interpolation . . . . . . . . . . 11 Moment problem . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 Jacobi matrices and spectral theory of self-adjoint operators . . . 13 Quadrature . . . . . . . . . . . . . . . . . . . . . . . . . ....

متن کامل

Comparative study on solving fractional differential equations via shifted Jacobi collocation method

In this paper, operational matrices of Riemann-Liouville fractional integration and Caputo fractional differentiation for shifted Jacobi polynomials are considered. Using the given initial conditions, we transform the fractional differential equation (FDE) into a modified fractional differential equation with zero initial conditions. Next, all the existing functions in modified differential equ...

متن کامل

Block Jacobi Matrices and Zeros of Multivariate Orthogonal Polynomials

A commuting family of symmetric matrices are called the block Jacobi matrices, if they are block tridiagonal. They are related to multivariate orthogonal polynomials. We study their eigenvalues and joint eigenvectors. The joint eigenvalues of the truncated block Jacobi matrices correspond to the common zeros of the multivariate orthogonal polynomials.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Journal of Approximation Theory

دوره 139  شماره 

صفحات  -

تاریخ انتشار 2006