A generalization of random matrix ensemble. I: General theory

DOI10.2140/PJM.2006.228.1MaRDI QIDQ996148zbMATH OpenOpenAlexFDO

Authors Jinpeng An, Zhengdon Wang, Kui-Hua Yan

Publication date 12 September 2007

Published in Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math-ph/0502020

zbMATH Keywords

determinanteigenvalueLie algebraprobability measureeigenvalue density function

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Groups acting on specific manifolds (57S25) Integration on manifolds; measures on manifolds (58C35)

Abstract: We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the density functions for all classical ensembles and various kinds of new ensembles. An integration formula associated with the generalized ensemble is also given. We also give a classification scheme of the generalized ensembles, which will include all classical ensembles and some new ensembles which were not considered before.

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Cited in

(5)

• A general Weyl-type integration formula for isometric group actions
• On the Cartan decomposition for classical random matrix ensembles
• Generalized random matrix model with additional interactions
• Matrix measures, random moments, and Gaussian ensembles
• Nonabelian cohomology with coefficients in Lie groups

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