A factorization of determinant related to some random matrices

DOI10.1023/A:1023252000178MaRDI QIDQ1284866zbMATH OpenOpenAlexFDO

Authors Tomoyuki Shirai

Publication date 3 October 1999

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1023252000178

zbMATH Keywords

expectationfactorizationorthogonal polynomialsprobability measuresrandom matrix (GUE)scattering problemssemicircle law

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Scattering theory, inverse scattering involving ordinary differential operators (34L25) Particular ordinary differential operators (Dirac, one-dimensional Schrödinger, etc.) (34L40) Quantum scattering theory (81U99) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Review text

The author shows that for probability measures on \(n\times n\)-matrices \(X\) which arise from the determinant measure, the expectation of \(det(\lambda - X)^{-1}\) can be expressed (nonuniquely) as products of \(n\) Stieltjes measures on the reals, giving a specific formula and determining its limiting behavior.

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Cited in

(6)

• Expected absolute random determinants and zonoids
• Characteristic polynomials of random Hermitian matrices and Duistermaat-Heckman localisation on non-compact Kähler manifolds
• Probability density of determinants of random matrices
• scientific article; zbMATH DE number 4021365 (Why is no real title available?)
• scientific article; zbMATH DE number 520102 (Why is no real title available?)
• Negative moments of characteristic polynomials of random matrices: Ingham-Siegel integral as an alternative to Hubbard-Stratonovich transformation

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