Multiplier Sequences for Simple Sets of Polynomials

In this paper we give a new characterization of simple sets of polynomials B with the property that the set of B-multiplier sequences contains all Q-multiplier sequence for every simple set Q. We characterize sequences of real numbers which are multiplier sequences for every simple set Q, and obtain some results toward the partitioning of the set of classical multiplier sequences

Polynomial solutions of nonlinear integral equations

We analyze the polynomial solutions of a nonlinear integral equation, generalizing the work of C. Bender and E. Ben-Naim. We show that, in some cases, an orthogonal solution exists and we give its general form in terms of kernel polynomials.Comment: 10 page

Phase transition in a log-normal Markov functional model

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically large volatilities, respectively. These volatility regimes are separated by a phase transition at some critical value of the volatility. We investigate the conditions under which this phase transition occurs, and show that it is related to the position of the zeros of an appropriately defined generating function in the complex plane, in analogy with the Lee-Yang theory of the phase transitions in condensed matter physics.Comment: 9 pages, 5 figures. v2: Added asymptotic expressions for the convexity-adjusted Libors in the small and large volatility limits. v3: Added one reference. Final version to appear in Journal of Mathematical Physic

Congruences concerning Jacobi polynomials and Ap\'ery-like formulae

Let $p>5$ be a prime. We prove congruences modulo $p^{3-d}$ for sums of the general form $\sum_{k=0}^{(p-3)/2}\binom{2k}{k}t^k/(2k+1)^{d+1}$ and $\sum_{k=1}^{(p-1)/2}\binom{2k}{k}t^k/k^d$ with $d=0,1$. We also consider the special case $t=(-1)^{d}/16$ of the former sum, where the congruences hold modulo $p^{5-d}$.Comment: to appear in Int. J. Number Theor

Asymptotic corrections to the eigenvalue density of the GUE and LUE

We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This is achieved by using the well known orthogonal polynomial expression for the kernel to construct a double contour integral representation for the density, to which we apply the saddle point method. The main correction to the bulk density is oscillatory in N and depends on the distribution function of the limiting density, while the corrections to the Airy kernel at the soft edge are again expressed in terms of the Airy function and its first derivative. We demonstrate numerically that these expansions are very accurate. A matching is exhibited between the asymptotic expansion of the bulk density, expanded about the edge, and the asymptotic expansion of the edge density, expanded into the bulk.Comment: 14 pages, 4 figure

Explicit Integration of the Full Symmetric Toda Hierarchy and the Sorting Property

We give an explicit formula for the solution to the initial value problem of the full symmetric Toda hierarchy. The formula is obtained by the orthogonalization procedure of Szeg\"{o}, and is also interpreted as a consequence of the QR factorization method of Symes \cite{symes}. The sorting property of the dynamics is also proved for the case of a generic symmetric matrix in the sense described in the text, and generalizations of tridiagonal formulae are given for the case of matrices with $2M+1$ nonzero diagonals.Comment: 13 pages, Latex

Chern-Simons matrix models and Stieltjes-Wigert polynomials

Employing the random matrix formulation of Chern-Simons theory on Seifert manifolds, we show how the Stieltjes-Wigert orthogonal polynomials are useful in exact computations in Chern-Simons matrix models. We construct a biorthogonal extension of the Stieltjes-Wigert polynomials, not available in the literature, necessary to study Chern-Simons matrix models when the geometry is a lens space. We also discuss several other results based on the properties of the polynomials: the equivalence between the Stieltjes-Wigert matrix model and the discrete model that appears in q-2D Yang-Mills and the relationship with Rogers-Szego polynomials and the corresponding equivalence with an unitary matrix model. Finally, we also give a detailed proof of a result that relates quantum dimensions with averages of Schur polynomials in the Stieltjes-Wigert ensemble.Comment: 25 pages, AMS-LaTe

Boundary conditions associated with the Painlev\'e III' and V evaluations of some random matrix averages

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $(0,s)$ at the hard edge contains $k$ eigenvalues, was evaluated in terms of a Painlev\'e V transcendent in $\sigma$-form. However the boundary conditions for the corresponding differential equation were not specified for the full parameter space. Here this task is accomplished in general, and the obtained functional form is compared against the most general small $s$ behaviour of the Painlev\'e V equation in $\sigma$-form known from the work of Jimbo. An analogous study is carried out for the the hard edge scaling limit of the random matrix average, which we have previously evaluated in terms of a Painlev\'e \IIId transcendent in $\sigma$-form. An application of the latter result is given to the rapid evaluation of a Hankel determinant appearing in a recent work of Conrey, Rubinstein and Snaith relating to the derivative of the Riemann zeta function

Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited

We derive expansions of the resolvent Rn(x;y;t)=(Qn(x;t)Pn(y;t)-Qn(y;t)Pn(x;t))/(x-y) of the Hermite kernel Kn at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n expansion of Qn(x;t) and Pn(x;t). Using these large n expansions, we give another proof of the derivation of an Edgeworth type theorem for the largest eigenvalue distribution function of GUEn. We conclude with a brief discussion on the derivation of the probability distribution function of the corresponding largest eigenvalue in the Gaussian Orthogonal Ensemble (GOEn) and Gaussian Symplectic Ensembles (GSEn)

The Heine-Stieltjes correspondence and the polynomial approach to the standard pairing problem

A new approach for solving the Bethe ansatz (Gaudin-Richardson) equations of the standard pairing problem is established based on the Heine-Stieltjes correspondence. For $k$ pairs of valence nucleons on $n$ different single-particle levels, it is found that solutions of the Bethe ansatz equations can be obtained from one (k+1)x(k+1) and one (n-1)x(k+1) matrices, which are associated with the extended Heine-Stieltjes and Van Vleck polynomials, respectively. Since the coefficients in these polynomials are free from divergence with variations in contrast to the original Bethe ansatz equations, the approach thus provides with a new efficient and systematic way to solve the problem, which, by extension, can also be used to solve a large class of Gaudin-type quantum many-body problems and to establish a new efficient angular momentum projection method for multi-particle systems.Comment: ReVTeX, 4 pages, no figur