Determinantal identity for multilevel ensembles and finite determinantal point processes

DOI10.1007/S13324-012-0029-2MaRDI QIDQ2392597zbMATH OpenOpenAlexFDO

Authors J. Harnad, Alexander Yu. Orlov

Publication date 2 August 2013

Published in Analysis and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0712.3892

zbMATH Keywords

determinantal point processesgap probabilitiesJanossy densitiesmultilevel ensemblespoint correlatorsrandom matrix chains

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (probabilistic aspects) (60B20)

Abstract: We give a simple algebraic derivation of a useful determinantal identity for multilevel systems such as random matrix chains and finite determinantal point processes, with applications to the calculation of point correlators, gap probabililties and Janossy densities.

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Cites work

• scientific article; zbMATH DE number 2147314 (Why is no real title available?)
• Correlation functions of Harish-Chandra integrals over the orthogonal and the symplectic groups
• Correlation functions, cluster functions, and spacing distributions for random matrices
• Course 1 Random matrices and determinantal processes
• Determinantal point processes
• Differential equations for Dyson processes
• Discrete polynuclear growth and determinantal processes
• Fermionic construction of partition functions for two-matrix models and perturbative Schur function expansions
• Janossy densities of coupled random matrices
• Matrices coupled in a chain: I. Eigenvalue correlations
• Scale invariance of the PNG droplet and the Airy process
• The planar approximation. II

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