Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
From MaRDI portal
Publication:5108293
DOI10.1142/S2010326319500151zbMath1444.60012arXiv1711.10691OpenAlexW2963725005WikidataQ128783693 ScholiaQ128783693MaRDI QIDQ5108293
Jesper R. Ipsen, Dang-Zheng Liu, Lun Zhang, Peter J. Forrester
Publication date: 30 April 2020
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.10691
Related Items
Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\), Cyclic Pólya ensembles on the unitary matrices and their spectral statistics, Products of Complex Rectangular and Hermitian Random Matrices, A new proof of Harish-Chandra's integral formula, Harmonic analysis for rank-1 randomised Horn problems, Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels, Corank-1 projections and the randomised Horn problem, The Harish-Chandra integral: an introduction with examples, Hard edge statistics of products of Pólya ensembles and shifted GUE's, Matrix models for classical groups and Toeplitz ± Hankel minors with applications to Chern–Simons theory and fermionic models
Cites Work
- Unnamed Item
- Unnamed Item
- Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
- An interacting particle model and a Pieri-type formula for the orthogonal group
- Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
- Bulk and soft-edge universality for singular values of products of Ginibre random matrices
- Projections of orbital measures for classical Lie groups
- Local universality in biorthogonal Laguerre ensembles
- Orbit measures, random matrix theory and interlaced determinantal processes
- On the variation in the cohomology of the symplectic form of the reduced phase space
- The behavior of eigenvalues and singular values under perturbations of restricted rank
- Biorthogonal ensembles
- Selberg integral theory and Muttalib-Borodin ensembles
- Products of random matrices from polynomial ensembles
- Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral
- Interpretations of some parameter dependent generalizations of classical matrix ensembles
- Integrable structure of products of finite complex Ginibre random matrices
- Muttalib-Borodin ensembles in random matrix theory -- realisations and correlation functions
- Correlation functions of Harish-Chandra integrals over the orthogonal and the symplectic groups
- Biorthogonal polynomials suggested by the Laguerre polynomials
- The special functions and their approximations. Vol. I, II
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Polynomial ensembles and Pólya frequency functions
- Differential equations for singular values of products of Ginibre random matrices
- Singular values of products of random matrices and polynomial ensembles
- Singular Values of Products of Ginibre Random Matrices
- Hurwitz and the origins of random matrix theory in mathematics
- Exact relation between singular value and eigenvalue statistics
- Differential Operators on a Semisimple Lie Algebra
- Asymptotic correlations for Gaussian and Wishart matrices with external source
- Energy correlations for a random matrix model of disordered bosons
- The singular values of the GOE
- Dynamical correlation functions for products of random matrices
- The singular values of the GUE (less is more)
- The Anti-Symmetric GUE Minor Process
- The planar approximation. II
- Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
- Derivation of the supersymmetric Harish-Chandra integral for UOSp(k1/2k2)
- Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883
- Spherical Functions Approach to Sums of Random Hermitian Matrices
- Singular value correlation functions for products of Wishart random matrices
- Recent Exact and Asymptotic Results for Products of Independent Random Matrices