The correlated Jacobi and the correlated Cauchy-Lorentz ensembles
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Publication:266781
DOI10.1007/s10955-015-1416-5zbMathNonearXiv1505.00675OpenAlexW2127124971MaRDI QIDQ266781
F. Blanchet-Sadri, M. Dambrine
Publication date: 7 April 2016
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.00675
supersymmetryrandom matrix theorycorrelated Cauchy Lorentz ensemblecorrelated Jacobi ensembledata matrixeigenvalue density
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Exact relation between singular value and eigenvalue statistics, Spectral statistics for the difference of two Wishart matrices, Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations, Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
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Cites Work
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