Determinantal identity for multilevel ensembles and finite determinantal point processes

DOI10.1007/S13324-012-0029-2zbMATH Open1322.60059arXiv0712.3892OpenAlexW2162358465MaRDI QIDQ2392597FDOQ2392597

Authors: J. Harnad, Alexander Yu. Orlov 

Publication date: 2 August 2013

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

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.

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

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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)

Cites Work

• Scale invariance of the PNG droplet and the Airy process
• Discrete polynuclear growth and determinantal processes
• Course 1 Random matrices and determinantal processes
• The planar approximation. II
• Fermionic construction of partition functions for two-matrix models and perturbative Schur function expansions
• Matrices coupled in a chain: I. Eigenvalue correlations
• Differential equations for Dyson processes
• Correlation functions, cluster functions, and spacing distributions for random matrices
• Determinantal point processes
• Correlation functions of Harish-Chandra integrals over the orthogonal and the symplectic groups
• Janossy densities of coupled random matrices
• Title not available (Why is that?)

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