A method to calculate correlation functions for =1 random matrices of odd size
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A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
Abstract: The calculation of correlation functions for random matrix ensembles, which can be carried out using Pfaffians, has the peculiar feature of requiring a separate calculation depending on the parity of the matrix size N. This same complication is present in the calculation of the correlations for the Ginibre Orthogonal Ensemble of real Gaussian matrices. In fact the methods used to compute the , N odd, correlations break down in the case of N odd real Ginibre matrices, necessitating a new approach to both problems. The new approach taken in this work is to deduce the , N odd correlations as limiting cases of their N even counterparts, when one of the particles is removed towards infinity. This method is shown to yield the correlations for N odd real Gaussian matrices.
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- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
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Cited in
(23)- Condition numbers for real eigenvalues in the real elliptic Gaussian ensemble
- Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach
- Moments of random matrices and hypergeometric orthogonal polynomials
- Random matrices: universality of local spectral statistics of non-Hermitian matrices
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- Upper tail large deviations for extremal eigenvalues of the real, complex and symplectic elliptic Ginibre matrices
- Correlation functions for \(\beta =1\) ensembles of matrices of odd size
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