On Harmonic Analysis Operators in Laguerre-Dunkl and Laguerre-Symmetrized Settings

We study several fundamental harmonic analysis operators in the multi-dimensional context of the Dunkl harmonic oscillator and the underlying group of reflections isomorphic to $\mathbb{Z}_2^d$. Noteworthy, we admit negative values of the multiplicity functions. Our investigations include maximal operators, $g$-functions, Lusin area integrals, Riesz transforms and multipliers of Laplace and Laplace-Stieltjes type. By means of the general Calder\'on-Zygmund theory we prove that these operators are bounded on weighted $L^p$ spaces, $1 < p < \infty$, and from weighted $L^1$ to weighted weak $L^1$. We also obtain similar results for analogous set of operators in the closely related multi-dimensional Laguerre-symmetrized framework. The latter emerges from a symmetrization procedure proposed recently by the first two authors. As a by-product of the main developments we get some new results in the multi-dimensional Laguerre function setting of convolution type

Sharp estimates of the spherical heat kernel

We prove sharp two-sided global estimates for the heat kernel associated with a Euclidean sphere of arbitrary dimension. This solves a long-standing open problem.Comment: 9 pages, to appear in J. Math. Pures Appl. (9

Genuinely sharp heat kernel estimates on compact rank-one symmetric spaces, for Jacobi expansions, on a ball and on a simplex

We prove genuinely sharp two-sided global estimates for heat kernels on all compact rank-one symmetric spaces. This generalizes the authors' recent result obtained for a Euclidean sphere of arbitrary dimension. Furthermore, similar heat kernel bounds are shown in the context of classical Jacobi expansions, on a ball and on a simplex. These results are more precise than the qualitatively sharp Gaussian estimates proved recently by several authors.Comment: 16 page

New spectral relations between products and powers of isotropic random matrices

We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble (IUE) is equal to the eigenvalue density of n-th power of a single matrix from this ensemble, in the limit when the size of the matrix tends to infinity. Using this observation one can derive the limiting density of the product of n independent identically distributed non-hermitian matrices with unitary invariant measures. In this paper we discuss two examples: the product of n Girko-Ginibre matrices and the product of n truncated unitary matrices. We also provide an evidence that the result holds also for isotropic orthogonal ensembles (IOE).Comment: 8 pages, 3 figures (in version 2 we added a figure and discussion on finite size effects for isotropic orthogonal ensemble

Riesz-Jacobi transforms as principal value integrals

We establish an integral representation for the Riesz transforms naturally associated with classical Jacobi expansions. We prove that the Riesz-Jacobi transforms of odd orders express as principal value integrals against kernels having non-integrable singularities on the diagonal. On the other hand, we show that the Riesz-Jacobi transforms of even orders are not singular operators. In fact they are given as usual integrals against integrable kernels plus or minus, depending on the order, the identity operator. Our analysis indicates that similar results, existing in the literature and corresponding to several other settings related to classical discrete and continuous orthogonal expansions, should be reinvestigated so as to be refined and in some cases also corrected.Comment: 30 page

Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices (The Extended Version)

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These densities are encoded in the form of the so called M-transforms, for which polynomial equations are found. We exploit the methods of planar diagrammatics, enhanced to the non-Hermitian case, and free random variables, respectively; both are described in the appendices. As particular results of these two main equations, we find the singular behavior of the spectral densities near zero. Moreover, we propose a finite-size form of the spectral density of the product close to the border of its eigenvalues' domain. Also, led by the striking similarity between the two main equations, we put forward a conjecture about a simple relationship between the eigenvalues and singular values of any non-Hermitian random matrix whose spectrum exhibits rotational symmetry around zero.Comment: 50 pages, 8 figures, to appear in the Proceedings of the 23rd Marian Smoluchowski Symposium on Statistical Physics: "Random Matrices, Statistical Physics and Information Theory," September 26-30, 2010, Krakow, Polan