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

determinanteigenvalueeigenvalue density functionLie algebraprobability measure

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.

Review text

The authors develop a simple formula that yields the joint density function for the eigenvalue distribution of generalized random matrix ensembles. This formula involves an easily computable constant for each random matrix ensemble and the determinant of a differential map of a linear subspace of the associated Lie algebra to the tangent space of a related orbit. The sections define generalized matrix ensembles other than the classical ones and derive integration formulas over G-space that allow integration over these ensembles to compute probability measures. Specific ensemble results are also discussed. However, no examples or connections to standard matrix sets and classes as occur in theoretical or numerical matrix theory are given for the studied ensembles.

Recommendations

• Integral formulae for the eigenvalue density of complex random matrices
• scientific article; zbMATH DE number 523048
• scientific article; zbMATH DE number 1376671
• On the universality of the level spacing distribution for some ensembles of random matrices
• scientific article; zbMATH DE number 51346

Cited in

(6)

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

This page was built for publication: A generalization of random matrix ensemble. I: General theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q996148)