Asymptotics of the Airy-kernel determinant

The authors use Riemann-Hilbert methods to compute the constant that arises in the asymptotic behavior of the Airy-kernel determinant of random matrix theory.Comment: 41 pages, 6 figure

Large degree asymptotics of orthogonal polynomials with respect to an oscillatory weight on a bounded interval

We consider polynomials p^w_n(x) that are orthogonal with respect to the oscillatory weight w(x)=exp(iwx) on [?1,1], where w>0 is a real parameter. A first analysis of p^?_n(x) for large values of w was carried out in connection with complex Gaussian quadrature rules with uniform good properties in w. In this contribution we study the existence, asymptotic behavior and asymptotic distribution of the roots of p^?_n(x) in the complex plane as n tends to infinity. The parameter w grows with n linearly. The tools used are logarithmic potential theory and the S-property, together with the Riemann--Hilbert formulation and the Deift-Zhou steepest descent method

Schur Averages in Random Matrix Ensembles

The main focus of this PhD thesis is the study of minors of Toeplitz, Hankel and Toeplitz±Hankel matrices. These can be expressed as matrix models over the classical Lie groups G(N) = U(N); Sp(2N);O(2N);O(2N + 1), with the insertion of irreducible characters associated to each of the groups. In order to approach this topic, we consider matrices generated by formal power series in terms of symmetric functions. We exploit these connections to obtain several relations between the models over the different groups G(N), and to investigate some of their structural properties. We compute explicitly several objects of interest, including a variety of matrix models, evaluations of certain skew Schur polynomials, partition functions and Wilson loops of G(N) Chern-Simons theory on S3, and fermion quantum models with matrix degrees of freedom. We also explore the connection with orthogonal polynomials, and study the large N behaviour of the average of a characteristic polynomial in the Laguerre Unitary Ensemble by means of the associated Riemann-Hilbert problem. We gratefully acknowledge the support of the Fundação para a Ciência e a Tecnologia through its LisMath scholarship PD/BD/113627/2015, which made this work possible

On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials

In this paper, we compute the probability that an N x N matrix from the generalized Gaussian Unitary Ensemble (gGUE) is positive definite, extending a previous result of Dean and Majumdar (2008). For this purpose, we work out the large degree asymptotics of semi-classical Laguerre polynomials and their recurrence coefficients, using the steepest descent analysis of the corresponding Riemann–Hilbert problem