On the relation between orthogonal, symplectic and unitary matrix ensembles

zbMATH Open0935.60090arXivsolv-int/9804005MaRDI QIDQ1809672FDOQ1809672

Authors: Harold Widom 

Publication date: 4 May 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: For the unitary ensembles of $NimesN$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For the orthogonal and symplectic ensembles of Hermitian matrices there are $2imes2$ matrix kernels, usually constructed using skew-orthogonal polynomials, which play an analogous role. These matrix kernels are determined by their upper left-hand entries. We derive formulas expressing these entries in terms of the scalar kernel for the corresponding unitary ensembles. We also show that whenever $w^{\prime }/w$ is a rational function the entries are equal to the scalar kernel plus some extra terms whose number equals the order of $w^{\prime }/w$. General formulas are obtained for these extra terms. We do not use skew-orthogonal polynomials in the derivations.

Full work available at URL: https://arxiv.org/abs/solv-int/9804005

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zbMATH Keywords

random matricesunitary ensemblesLaguerre ensemblesmatrix kernelsorthogonal ensemblessymplectic ensembles

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Integral operators (47G10) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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