Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
From MaRDI portal
Publication:5274895
DOI10.1088/1751-8121/aa6a6czbMath1368.81075arXiv1504.03177OpenAlexW2546541196MaRDI QIDQ5274895
Tim Wirtz, Mario Kieburg, Thomas Guhr
Publication date: 6 July 2017
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.03177
supersymmetryrandom matrix theorycorrelation matricesWishart random matrixlocal spectral statisticsmacroscopic level density
Random matrices (probabilistic aspects) (60B20) Monte Carlo methods (65C05) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Supersymmetry and quantum mechanics (81Q60) Random matrices (algebraic aspects) (15B52)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Supersymmetry approach to Wishart correlation matrices: exact results
- Spectral analysis of large dimensional random matrices
- The Ginibre ensemble of real random matrices and its scaling limits
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- Analysis of the limiting spectral distribution of large dimensional random matrices
- On orthogonal and symplectic matrix ensembles
- The supersymmetric transfer matrix for linear chains with nondiagonal disorder.
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
- On random matrix averages involving half-integer powers of GOE characteristic polynomials
- Superbosonization of invariant random matrix ensembles
- A note on correlations between eigenvalues of a random matrix
- UniversalK-matrix distribution in β = 2 ensembles of random matrices
- The supersymmetry method for chiral random matrix theory with arbitrary rotation-invariant weights
- Free Probability Theory
- Free Random Variables
- Dyson’s correlation functions and graded symmetry
- Arbitrary unitarily invariant random matrix ensembles and supersymmetry
- A new approach to derive Pfaffian structures for random matrix ensembles
- Integration of Grassmann variables over invariant functions on flat superspaces
- Integration on Noncompact Supermanifolds
- Time-Series Forecasting
- The integral theorem for supersymmetric invariants
- Skew-orthogonal Laguerre polynomials for chiral real asymmetric random matrices
- On the Efetov–Wegner terms by diagonalizing a Hermitian supermatrix
- Eigenvalue density of the doubly correlated Wishart model: exact results
- The smallest eigenvalue distribution in the real Wishart–Laguerre ensemble with even topology
- Riemannian symmetric superspaces and their origin in random-matrix theory
- The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
- Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices (The Extended Version)
- Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles
- Random Matrices in Physics
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Continuity of Derivations on Commutative Algebras
- Random Matrix Theory and Wireless Communications