On the Christoffel-Darboux kernel for random Hermitian matrices with external source

DOI10.1007/BF03321740zbMath1187.15035arXiv0809.3970MaRDI QIDQ1045724

Jinho Baik

Publication date: 15 December 2009

Published in: Computational Methods and Function Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.3970

zbMATH Keywords

Hermitian matriceseigenvaluesrandom matrixorthogonal polynomialChristoffel-Darboux kernelexternal sourcecorrelations functionsunitary-invariant ensemble

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)

Related Items (3)

Rank 1 real Wishart spiked model ⋮ Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes ⋮ Average characteristic polynomials for multiple orthogonal polynomial ensembles

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