Polynomial Ensembles and Recurrence Coefficients

Abstract

Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the global asymptotic behavior of such ensembles in a rather simple way. We provide a unified approach to recover well-known convergence results for real OP ensembles. We study the mutual convergence of the polynomial ensemble and the zeros of its average characteristic polynomial; we discuss in particular the complex setting. We also control the variance of linear statistics of polynomial ensembles and derive comparison results, as well as asymptotic formulas for real OP ensembles. Finally, we reinterpret the classical algorithm to sample determinantal point processes so as to cover the setting of non-orthogonal projection kernels. A few open problems are also suggested.

23 pages

References in corpus (2)

• Orthogonal polynomial ensembles in probability theory
• Statistical properties of determinantal point processes in high-dimensional Euclidean spaces

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