Constrained Eigenvalues Density of Invariant Random Matrices Ensembles

MaRDI QIDQ6265404zbMATH OpenFDO

Authors Mohamed Bouali

Publication date 12 September 2015

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Convergence of probability measures (60B10)

Abstract: We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[sigma,+infty[$ or $]-infty,au]$ or $[sigma,au]$. It is found that the density of eigenvalues generically exhibits an inverse square-root singularity at the location of the barriers. These results generalized the case of Gaussian random matrices ensemble studied by Dean-Majumdar.

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