arXiv subjects

Estelle Basor

Publications and source records attributed to Estelle Basor.

At least 19 recordsLinked to original sources

arXiv2025

Determinant formulas for finite Toeplitz plus Hankel matrices with rational symbols

In 1975 K. Michael Day produced an exact formula for the determinants of finite Toeplitz matrices whose symbols are rational. The answer is a sum that involves powers of the roots of the numerator of the symbol and whose coefficients depend on both the roots of the numerator and denominator. In this paper we prove an analogue of Day's formula for determinants of finite Toeplitz plus Hankel matrices with rational symbols. The key to the proof is an exact formula for the finite determinants that involves a Fredholm determinant that can be explicitly computed. We apply the formula to find information about the limiting eigenvalues of the finite Toeplitz plus Hankel matrices.

math.FA↗

arXiv2024

Exact mean and covariance formulas after diagonal transformations of a multivariate normal

Consider $\boldsymbol X \sim \mathcal{N}(\boldsymbol 0, \boldsymbol \Sigma)$ and $\boldsymbol Y = (f_1(X_1), f_2(X_2),\dots, f_d(X_d))$. We call this a diagonal transformation of a multivariate normal. In this paper we compute exactly the mean vector and covariance matrix of the random vector $\boldsymbol Y.$ This is done two different ways: One approach uses a series expansion for the function $f_i$ and the other a transform method. We compute several examples, show how the covariance entries can be estimated, and compare the theoretical results with numerical ones.

math.ST↗

arXiv2023

Analytic solutions to nonlinear ODEs via spectral power series

Solutions to most nonlinear ordinary differential equations (ODEs) rely on numerical solvers, but this gives little insight into the nature of the trajectories and is relatively expensive to compute. In this paper, we derive analytic solutions to a class of nonlinear, homogeneous ODEs with linear and quadratic terms on the right-hand side. We formulate a power series expansion of each state variable, whose function depends on the eigenvalues of the linearized system, and solve for the coefficients using some linear algebra and combinatorics. Various experiments exhibit quickly decaying coefficients, such that a good approximation to the true solution consists of just a few terms.

math.DS↗

arXiv2023

Factoring determinants and applications to number theory

Products of shifted characteristic polynomials, and ratios of such products, averaged over the classical compact groups are of great interest to number theorists as they model similar averages of L-functions in families with the same symmetry type as the compact group. We use Toeplitz and Toeplitz plus Hankel operators and the identities of Borodin - Okounkov, Case - Geronimo, and Basor - Erhardt to prove that, in certain cases, these unitary averages factor as polynomials in the matrix size into averages over the symplectic group and the orthogonal group. Building on these identities we present new proofs of the exact formulas for these averages where the ``swap'' terms that are characteristic of the number theoretic averages occur from the Fredholm expansions of the determinants of the appropriate Hankel operator. This is the fourth different proof of the formula for the averages of ratios of products of shifted characteristic polynomials; the other proofs are based on supersymmetry; symmetric function theory, and orthogonal polynomial methods from Random Matrix Theory.

math.NT↗

arXiv2020

Asymptotics of bordered Toeplitz determinants and next-to-diagonal Ising correlations

We prove the analogue of the strong Szeg{\H o} limit theorem for a large class of bordered Toeplitz determinants. In particular, by applying our results to the formula of Au-Yang and Perk \cite{YP} for the next-to-diagonal correlations $\langle \sigma_{0,0}\sigma_{N-1,N} \rangle$ in the anisotropic square lattice Ising model, we rigorously justify that the next-to-diagonal long-range order is the same as the diagonal and horizontal ones in the low temperature regime. The anisotropy-dependence of the subleading term in the asymptotics of the next-to-diagonal correlations is also established. We use Riemann-Hilbert and operator theory techniques, independently and in parallel, to prove these results.

math-ph↗

arXiv2020

Loops in SU(2) and Factorization, II

In the prequel to this paper, we proved that for a $SU(2,\mathbb C)$ valued loop having the critical degree of smoothness (one half of a derivative in the $L^2$ Sobolev sense), the following statements are equivalent: (1) the Toeplitz and shifted Toeplitz operators associated to the loop are invertible, (2) the loop has a unique triangular factorization, and (3) the loop has a unique root subgroup factorization. This hinges on some Plancherel-esque formulas for determinants of Toeplitz operators. The main point of this report is is to outline a generalization of this result to loops of vanishing mean oscillation, and to discuss some consequences. This generalization hinges on an operator-theoretic factorization of the Toeplitz operators (not simply their determinants).

math.FA↗

arXiv2019

Some multidimensional integrals in number theory and connections with the Painlevé V equation

We study piecewise polynomial functions $γ_k(c)$ that appear in the asymptotics of averages of the divisor sum in short intervals. Specifically, we express these polynomials as the inverse Fourier transform of a Hankel determinant that satisfies a Painlevé V equation. We prove that $γ_k(c)$ is very smooth at its transition points, and also determine the asymptotics of $γ_k(c)$ in a large neighbourhood of $k=c/2$. Finally, we consider the coefficients that appear in the asymptotics of elliptic Aliquot cycles.

math.NT↗

arXiv2019

A representation of joint moments of CUE characteristic polynomials in terms of Painleve functions

We establish a representation of the joint moments of the characteristic polynomial of a CUE random matrix and its derivative in terms of a solution of the sigma-Painleve V equation. The derivation involves the analysis of a formula for the joint moments in terms of a determinant of generalised Laguerre polynomials using the Riemann-Hilbert method. We use this connection with the sigma-Painleve V equation to derive explicit formulae for the joint moments and to show that in the large-matrix limit the joint moments are related to a solution of the sigma-Painleve III equation. Using the conformal block expansion of the tau-functions associated with the sigma-Painleve V and the sigma-Painleve III equations leads to general conjectures for the joint moments.

math-ph↗

arXiv2017

Loops in SL(2,C) and Factorization

In previous work we proved that for a SU(2,C) valued loop having the critical degree of smoothness (one half of a derivative in the L^2 Sobolev sense), the following are equivalent: (1) the Toeplitz and shifted Toeplitz operators associated to the loop are invertible, (2) the loop has a triangular factorization, and (3) the loop has a root subgroup factorization. For a loop g satisfying these conditions, the Toeplitz determinant det(A(g)A(g^{-1})) and shifted Toeplitz determinant det(A_1(g)A_1(g^{-1})) factor as products in root subgroup coordinates. In this paper we observe that, at least in broad outline, there is a relatively simple generalization to loops having values in SL(2,C). The main novel features are that (1) root subgroup coordinates are now rational functions, i.e. there is an exceptional set, and (2) the non-compactness of SL(2,C) entails that loops are no longer automatically bounded, and this (together with the exceptional set) complicates the analysis at the critical exponent.

math.FA↗

arXiv2017

Knots and ones

We give a number theoretic proof of the integrality of certain BPS invariants of knots. The formulas for these numbers are sums involving binomial coefficients and the Möbius function. We also prove a conjecture about further divisibility properties of the invariants.

math.GT↗

arXiv2016

Exact solution of the classical dimer model on a triangular lattice: Monomer-monomer correlations

We obtain an asymptotic formula, as $n\to\infty$, for the monomer-monomer correlation function $K_2(x,y)$ in the classical dimer model on a triangular lattice, with the horizontal and vertical weights $w_h=w_v=1$ and the diagonal weight $w_d=t>0$, where $x$ and $y$ are sites $n$ spaces apart in adjacent rows. We find that $t_c=\frac{1}{2}$ is a critical value of $t$. We prove that in the subcritical case, $0<t<\frac{1}{2}$, as $n\to\infty$, $K_2(x,y)=K_2(\infty)\left[1-\frac{e^{-n/ξ}}{n}\,\Big(C_1+C_2(-1)^n+\mathcal O(n^{-1})\Big)\right]$, with explicit formulae for $K_2(\infty)$, $ξ$, $C_1$, and $C_2$. In the supercritical case, $\frac{1}{2} < t < 1$, we prove that as $n\to\infty$, $K_2(x,y)=K_2(\infty)\Bigg[1- \frac{e^{-n/ξ}}{n}\, \Big(C_1\cos(ωn+φ_1)+C_2(-1)^n\cos(ωn+φ_2)+ C_3+C_4(-1)^n$ $+\mathcal O(n^{-1})\Big)\Bigg]$, with explicit formulae for $K_2(\infty)$, $ξ$, $ω$, and $C_1$, $C_2$, $C_3$, $C_4$, $φ_1$, $φ_2$. The proof is based on an extension of the Borodin-Okounkov-Case-Geronimo formula to block Toeplitz determinants and on an asymptotic analysis of the Fredholm determinants in hand.

math-ph↗

arXiv2016

Loops in SU(2), Riemann Surfaces, and Factorization, I

In previous work we showed that a loop $g\colon S^1 \to {\rm SU}(2)$ has a triangular factorization if and only if the loop $g$ has a root subgroup factorization. In this paper we present generalizations in which the unit disk and its double, the sphere, are replaced by a based compact Riemann surface with boundary, and its double. One ingredient is the theory of generalized Fourier-Laurent expansions developed by Krichever and Novikov. We show that a ${\rm SU}(2)$ valued multiloop having an analogue of a root subgroup factorization satisfies the condition that the multiloop, viewed as a transition function, defines a semistable holomorphic ${\rm SL}(2,\mathbb C)$ bundle. Additionally, for such a multiloop, there is a corresponding factorization for determinants associated to the spin Toeplitz operators defined by the multiloop.

math.RT↗

arXiv2014

Perturbed Laguerre Unitary Ensembles, Painlevé V and Information Theory

In this review, we investigate a key information-theoretic performance metric in multiple-antenna wireless communications, the so-called outage probability. This quantity may be expressed in terms of a moment generating function, for which we present two separate integral representations, one involving a particular $σ$-form of Painlevé V. We also present a representation involving a non-linear second order difference equation.

math-ph↗

arXiv2011

The Hilbert series of N=1 SO(N_c) and Sp(N_c) SQCD, Painlevé VI and Integrable Systems

We present a novel approach for computing the Hilbert series of 4d N=1 supersymmetric QCD with SO(N_c) and Sp(N_c) gauge groups. It is shown that such Hilbert series can be recast in terms of determinants of Hankel matrices. With the aid of results from random matrix theory, such Hankel determinants can be evaluated both exactly and asymptotically. Several new results on Hilbert series for general numbers of colours and flavours are thus obtained in this paper. We show that the Hilbert series give rise to families of rational solutions, with palindromic numerators, to the Painlevé VI equations. Due to the presence of such Painlevé equations, there exist integrable Hamiltonian systems that describe the moduli spaces of SO(N_c) and Sp(N_c) SQCD. To each system, we explicitly state the corresponding Hamiltonian and family of elliptic curves. It turns out that such elliptic curves take the same form as the Seiberg-Witten curves for 4d N=2 SU(2) gauge theory with 4 flavours.

hep-th↗

arXiv2011

PDEs satisfied by extreme eigenvalues distributions of GUE and LUE

In this paper we study, $\textsf{Prob}(n,a,b),$ the probability that all the eigenvalues of finite $n$ unitary ensembles lie in the interval $(a,b)$. This is identical to the probability that the largest eigenvalue is less than $b$ and the smallest eigenvalue is greater than $a$. It is shown that a quantity allied to $\textsf{Prob}(n,a,b)$, namely, $$ H_n(a,b):=\left[\frac{\partial}{\partial a}+\frac{\partial}{\partial b}\right]\ln\textsf{Prob}(n,a,b),$$ in the Gaussian Unitary Ensemble (GUE) and $$ H_n(a,b):=\left[a\frac{\partial}{\partial a}+b\frac{\partial}{\partial b}\right]\ln \textsf{Prob}(n,a,b),$$ in the Laguerre Unitary Ensemble (LUE) satisfy certain nonlinear partial differential equations for fixed $n$, interpreting $H_n(a,b)$ as a function of $a$ and $b$. These partial differential equations maybe considered as two variable generalizations of a Painlevé IV and a Painlevé V system, respectively. As an application of our result, we give an analytic proof that the extreme eigenvalues of the GUE and the LUE, when suitably centered and scaled, are asymptotically independent.

math-ph↗

arXiv2009

Painlevé V and time dependent Jacobi polynomials

In this paper we study the simplest deformation on a sequence of orthogonal polynomials, namely, replacing the original (or reference) weight $w_0(x)$ defined on an interval by $w_0(x)e^{-tx}.$ It is a well-known fact that under such a deformation the recurrence coefficients denoted as $α_n$ and $β_n$ evolve in $t$ according to the Toda equations, giving rise to the time dependent orthogonal polynomials, using Sogo's terminology. The resulting "time-dependent" Jacobi polynomials satisfy a linear second order ode. We will show that the coefficients of this ode are intimately related to a particular Painlevé V. In addition, we show that the coefficient of $z^{n-1}$ of the monic orthogonal polynomials associated with the "time-dependent" Jacobi weight, satisfies, up to a translation in $t,$ the Jimbo-Miwa $σ$-form of the same $P_{V};$ while a recurrence coefficient $α_n(t),$ is up to a translation in $t$ and a linear fractional transformation $P_{V}(α^2/2,-β^2/2, 2n+1+α+β,-1/2).$ These results are found from combining a pair of non-linear difference equations and a pair of Toda equations. This will in turn allow us to show that a certain Fredholm determinant related to a class of Toeplitz plus Hankel operators has a connection to a Painlevé equation.

math-ph↗

arXiv2008

Painlevé V and the distribution function of discontinuous linear statistics in the Laguerre Unitary Ensembles

In this paper we study the characteristic or generating function of a certain discontinuous linear statistics of the Laguerre unitary ensembles and show that this is a particular fifth Painléve transcendant in the variable $t,$ the position of the discontinuity. The proof of the ladder operators adapted to orthogonal polynomial with discontinuous weight announced sometime ago is presented here, followed by the non-linear difference equations satisfied by two auxiliary quantities and the derivation of the Painléve equation.

math-ph↗

arXiv2005

Perturbed Hankel Determinants

In this short note, we compute, for large n the determinant of a class of n x n Hankel matrices, which arise from a smooth perturbation of the Jacobi weight. For this purpose, we employ the same idea used in previous papers, where the unknown determinant, D_n[w_{α,β}h] is compared with the known determinant D_n[w_{α,β}]. Here w_{α,β} is the Jacobi weight and w_{α,β}h, where h=h(x),x\in[-1,1] is strictly positive and real analytic, is the smooth perturbation on the Jacobi weight w_{α,β}(x):=(1-x)^α(1+x)^β. Applying a previously known formula on the distribution function of linear statistics, we compute the large n asymptotics of D_n[w_{α,β}h] and supply a missing constant of the expansion.

math-ph↗