Asymptotics for Averages over Classical Orthogonal Ensembles
Asymptotics for Averages over Classical Orthogonal Ensembles
Abstract We study the averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar-distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher–Hartwig singularities in cases where some of the singularities merge together and for symbols with a gap or an emerging …