7 citations · 14 across the 5 of their papers we have counts for
5 papers
Autocorrelations of the characteristic polynomial of a random matrix under microscopic scaling
Rowan Killip, Eric Ryckman
We calculate the autocorrelation function for the characteristic polynomial of a random matrix in the microscopic scaling regime. While results fitting this description have be pro…
Right limits and reflectionless measures for CMV matrices
Jonathan Breuer, Eric Ryckman, Maxim Zinchenko
We study CMV matrices by focusing on their right-limit sets. We prove a CMV version of a recent result of Remling dealing with the implications of the existence of absolutely conti…
Linear Statistics of Point Processes via Orthogonal Polynomials
E. Ryckman
For arbitrary , we use the orthogonal polynomials techniques developed by R. Killip and I. Nenciu to study certain linear statistics associated with the circular and Jacobi $…
A Spectral Equivalence for Jacobi Matrices
E. Ryckman
We use the classical results of Baxter and Gollinski-Ibragimov to prove a new spectral equivalence for Jacobi matrices on . In particular, we consider the class of Jacobi…
A Strong Szego Theorem for Jacobi Matrices
E. Ryckman
We use a classical result of Gollinski and Ibragimov to prove an analog of the strong Szego theorem for Jacobi matrices on . In particular, we consider the class of Jacobi…