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Distributions of Invariant Ensembles from the Classical Orthogonal Polynimials: the Discrete Case


 
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1. Title Title of document Distributions of Invariant Ensembles from the Classical Orthogonal Polynimials: the Discrete Case
 
2. Creator Author's name, affiliation, country Michel Ledoux; Université Toulouse
 
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4. Description Abstract We examine the Charlier, Meixner, Krawtchouk and Hahn discrete orthogonal polynomial ensembles, deeply investigated by K. Johansson, using integration by parts for the underlying Markov operators, differential equations on Laplace transforms and moment equations. As for the matrix ensembles, equilibrium measures are described as limits of empirical spectral distributions. In particular, a new description of the equilibrium measures as adapted mixtures of the universal arcsine law with an independent uniform distribution is emphasized. Factorial moment identities on mean spectral measures may be used towards small deviation inequalities on the rightmost charges at the rate given by the Tracy-Widom asymptotics.
 
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7. Date (YYYY-MM-DD) 2005-09-09
 
8. Type Status & genre Peer-reviewed Article
 
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9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/282
 
10. Identifier Digital Object Identifier 10.1214/EJP.v10-282
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 10
 
12. Language English=en
 
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