Polynomial ensembles and Pólya frequency functions

DOI10.1007/s10959-020-01030-zzbMath1477.60018arXiv1710.08794OpenAlexW3100024592MaRDI QIDQ2664527

Yanik-Pascal Förster, Holger Kösters, Mario Kieburg

Publication date: 17 November 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.08794

zbMATH Keywords

Fourier transformHankel transformadditive convolutionmultiplicative convolutionspherical transformPólya frequency functionspolynomial ensemblesprobability measures on matrix spacessums and products of independent random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Hermitian, skew-Hermitian, and related matrices (15B57)

Related Items (7)

Hirschman-Widder densities ⋮ Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices ⋮ Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\) ⋮ Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles ⋮ Order statistics of the moduli of the eigenvalues of product random matrices from polynomial ensembles ⋮ Multiplicative convolution of real asymmetric and real anti-symmetric matrices ⋮ Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance

Uses Software

• DLMF

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