Orbit measures and interlaced determinantal point processes (Q935364)
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Orbit measures and interlaced determinantal point processes (English)
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6 August 2008
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\textit{Y. Baryshnikov} [Probab. Theory Relat. Fields 119, No.~2, 256--274 (2001; Zbl 0980.60042)] has studied the law of eigenvalues of the main minors of a random matrix from the Gaussian unitary ensemble, developing the connections with uniform measure on Gelfand patterns. In this note such connections in a more general context are investigated. Considering the eigenvalues of the main minors of some random Hermitian matrices from the classical complex Lie algebras, the author has constructed random interlaced configurations on \(N\times R\). It is shown that these random configurations are determinantal and their correlation kernels are given.
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random matrices
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random Gaussian matrices
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Lie algebra
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determinantal process
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