We study matrix roots with certain commutation properties and their application to the explicit construction of Darboux matrices in the framework of the GBDT version of Backlund-Darboux transformation. The approach is demonstrated on the important case of generalised canonical systems depending rationally on the spectral parameter.
We consider discrete Dirac systems as an alternative (to the famous SzegH{o} recurrencies and matrix orthogonal polynomials) approach to the study of the corresponding block Toeplitz matrices. We prove an analog of the Christoffel--Darboux formula and derive the asymptotic relations for the analog of reproducing kernel (using Weyl--Titchmarsh functions of discrete Dirac systems). We study also the case of rational Weyl--Titchmarsh functions (and GBDT version of the Backlund-Darboux transformation of the trivial discrete Dirac system). We show that block diagonal plus block semi-separable Toeplitz matrices appear in this case.
An important representation of the general-type fundamental solutions of the canonical systems corresponding to matrix string equations is established using linear similarity of a certain class of Volterra operators to the squared integration. Explicit fundamental solutions of these canonical systems are also constructed via the GBDT version of Darboux transformation. Examples and applications to dynamical canonical systems are given. Explicit solutions of the dynamical canonical systems are constructed as well. Three appendices are dedicated to the Weyl--Titchmarsh theory for canonical systems, transformation of a subclass of canonical systems into matrix string equations (and of a smaller subclass of canonical systems into matrix Schrodinger equations), and a linear similarity problem for Volterra operators.
We obtain high energy asymptotics of Titchmarsh-Weyl functions of the generalised canonical systems generalising in this way a seminal Gesztesy-Simon result. The matrix valued analog of the amplitude function satisfies in this case an interesting new identity. The corresponding structured operators are studied as well.
We consider a set of measures on the real line and the corresponding system of multiple orthogonal polynomials (MOPs) of the first and second type. Under some very mild assumptions, which are satisfied by Angelesco systems, we define self-adjoint Jacobi matrices on certain rooted trees. We express their Greens functions and the matrix elements in terms of MOPs. This provides a generalization of the well-known connection between the theory of polynomials orthogonal on the real line and Jacobi matrices on $mathbb{Z}_+$ to higher dimension. We illustrate importance of this connection by proving ratio asymptotics for MOPs using methods of operator theory.
Let $O(2n+ell)$ be the group of orthogonal matrices of size $left(2n+ellright)times left(2n+ellright)$ equipped with the probability distribution given by normalized Haar measure. We study the probability begin{equation*} p_{2n}^{left(ellright)} = mathbb{P}left[M_{2n} , mbox{has no real eigenvalues}right], end{equation*} where $M_{2n}$ is the $2ntimes 2n$ left top minor of a $(2n+ell)times(2n+ell)$ orthogonal matrix. We prove that this probability is given in terms of a determinant identity minus a weighted Hankel matrix of size $ntimes n$ that depends on the truncation parameter $ell$. For $ell=1$ the matrix coincides with the Hilbert matrix and we prove begin{equation*} p_{2n}^{left(1right)} sim n^{-3/8}, mbox{ when }n to infty. end{equation*} We also discuss connections of the above to the persistence probability for random Kac polynomials.
Alexander Sakhnovich
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(2021)
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"Matrix roots and Darboux matrices for generalised canonical systems depending rationally on the spectral parameter"
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Alexander Sakhnovich
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