A note on correlations between eigenvalues of a random matrix

DOI10.1007/BF01646557MaRDI QIDQ2544708zbMATH OpenFDO

Authors M. L. Mehta

Publication date 1971

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01646557

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Cites work

• scientific article; zbMATH DE number 1234098 (Why is no real title available?)
• Characteristic vectors of bordered matrices with infinite dimensions
• Correlations between eigenvalues of a random matrix
• Statistical Theory of the Energy Levels of Complex Systems. I
• Statistical Theory of the Energy Levels of Complex Systems. IV
• Sur la loi limite de l'espacement des valeurs propres d'une matrice ale´atoire

Cited in

(20)

• Curvature distribution of chaotic quantum systems: Universality and nonuniversality
• Correlations for parameter-dependent random matrices
• Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
• A generalized plasma and interpolation between classical random matrix ensembles
• Periodic Toda lattice in quantum mechanics
• A note on certain multiple integrals
• Pfaffian expressions for random matrix correlation functions
• A Class of Matrix Ensembles
• Universality of local spectral statistics of random matrices
• Riemann-Hilbert theory without local parametrix problems: applications to orthogonal polynomials
• Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models
• The spectrum edge of random matrix ensembles.
• Correlation functions for \(\beta =1\) ensembles of matrices of odd size
• A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
• Single eigenvalue fluctuations of general Wigner-type matrices
• Gaussian ensembles of random Hermitian matrices intermediate between orthogonal and unitary ones
• Bures–Hall ensemble: spectral densities and average entropies
• Root statistics of random polynomials with bounded Mahler measure
• Skew-orthogonal polynomials and random-matrix ensembles
• Finite element distributions in statistical theory of energy levels in quantum systems

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