SearcharxivSearch

arXiv · 2609.07310

Christoffel transform and symplectic skew Howe duality

Abstract

For a symmetric weight $w(x)$ on a finite discrete lattice and its Christoffel transforms $x^{2}w(x),x^{2}(x^{2}w(x)),\dots$, we prove that, at each Christoffel step, the conjugated projection associated with the transformed Christoffel--Darboux kernel differs from the original orthogonal projection by a rank-one operator on the subspace of functions vanishing at the origin. This provides a general mechanism for transferring local asymptotic results from an orthogonal polynomial ensemble to its Christoffel-transformed counterpart as the lattice size tends to infinity. As a main application, we study local fluctuations of random Young diagrams arising from skew $(\mathrm{Sp}_{2n},\mathrm{Sp}_{2k})$ Howe duality. The corresponding particle ensemble is obtained from the Krawtchouk orthogonal polynomial ensemble on a quadratic lattice by a Christoffel transform. We identify four asymptotic regimes of local fluctuations in the limit $n,k\to\infty$ with $n/k\to c\in(0,\infty)$. Besides the universal bulk fluctuations governed by the discrete sine kernel and universal Airy fluctuations at the right edge of the limit shape, we obtain the discrete Hermite kernel in the critical regime $(k-n)/\sqrt{n+k}\longrightarrow r\in\mathbb{R}$, and the discrete hard-wall sine kernel at the left corner.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Anton Nazarov, Pavel Nikitin, Anton Selemenchuk. 2026-09-07. Christoffel transform and symplectic skew Howe duality. https://arxiv.org/abs/2609.07310

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR