Multiplicative convolution of real asymmetric and real anti-symmetric matrices

DOI10.1515/APAM-2018-0037zbMath1475.15043arXiv1712.04916OpenAlexW3103354017WikidataQ128587184 ScholiaQ128587184MaRDI QIDQ2009515

Mario Kieburg, Jesper R. Ipsen, Peter J. Forrester

Publication date: 28 November 2019

Published in: Advances in Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.04916

zbMATH Keywords

spherical functionproducts of random matricesmatrix integralsbi-orthogonal functions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (11)

Second-order statistics of fermionic Gaussian states ⋮ Fluctuations of \(\beta\)-Jacobi product processes ⋮ Entanglement capacity of fermionic Gaussian states ⋮ Entropy fluctuation formulas of fermionic Gaussian states ⋮ Derivative principles for invariant ensembles ⋮ Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\) ⋮ Cyclic Pólya ensembles on the unitary matrices and their spectral statistics ⋮ Products of Complex Rectangular and Hermitian Random Matrices ⋮ Harmonic analysis for rank-1 randomised Horn problems ⋮ Hard edge statistics of products of Pólya ensembles and shifted GUE's ⋮ Spectral statistics for the difference of two Wishart matrices

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