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Polynomial Ensembles and Pólya Frequency Functions

Author

Listed:
  • Yanik-Pascal Förster

    (Bielefeld University
    King’s College London)

  • Mario Kieburg

    (Bielefeld University
    University of Melbourne)

  • Holger Kösters

    (Bielefeld University
    University of Rostock)

Abstract

We study several kinds of polynomial ensembles of derivative type which we propose to call Pólya ensembles. These ensembles are defined on the spaces of complex square, complex rectangular, Hermitian, Hermitian antisymmetric and Hermitian anti-self-dual matrices, and they have nice closure properties under the multiplicative convolution for the first class and under the additive convolution for the other classes. The cases of complex square matrices and Hermitian matrices were already studied in former works. One of our goals is to unify and generalize the ideas to the other classes of matrices. Here, we consider convolutions within the same class of Pólya ensembles as well as convolutions with the more general class of polynomial ensembles. Moreover, we derive some general identities for group integrals similar to the Harish–Chandra–Itzykson–Zuber integral, and we relate Pólya ensembles to Pólya frequency functions. For illustration, we give a number of explicit examples for our results.

Suggested Citation

  • Yanik-Pascal Förster & Mario Kieburg & Holger Kösters, 2021. "Polynomial Ensembles and Pólya Frequency Functions," Journal of Theoretical Probability, Springer, vol. 34(4), pages 1917-1950, December.
    • Handle: RePEc:spr:jotpro:v:34:y:2021:i:4:d:10.1007_s10959-020-01030-z
    DOI: 10.1007/s10959-020-01030-z
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    References listed on IDEAS

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    1. Olav Kallenberg, 2012. "Schoenberg’s Theorem and Unitarily Invariant Random Arrays," Journal of Theoretical Probability, Springer, vol. 25(4), pages 1013-1039, December.
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