Exact relation between singular value and eigenvalue statistics

DOI10.1142/S2010326316500155zbMath1375.60020arXiv1601.02586MaRDI QIDQ3179763

Mario Kieburg, Holger Kösters

Publication date: 20 December 2016

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02586

zbMATH Keywords

spherical functiondeterminantal point processesspherical transformeigenvalue densitiesbi-unitarily invariant complex random matrix ensemblessingular value densities

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Harmonic analysis on homogeneous spaces (43A85) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Random matrices (algebraic aspects) (15B52) Harmonic analysis and spherical functions (43A90)

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