Some universal properties for restricted trace Gaussian orthogonal, unitary and symplectic ensembles
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Publication:5961851
Abstract: Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation functions at zero and at the edge of the spectrum edge. In addition, by using the universal result in the bulk for fixed trace Gaussian unitary ensemble, which has been obtained by Gtze and Gordin, we also prove universal limits of correlation functions for bounded trace Gaussian unitary ensemble.
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Cited in
(5)- Compact smallest eigenvalue expressions in Wishart-Laguerre ensembles with or without a fixed trace
- Products of random matrices from fixed trace and induced Ginibre ensembles
- On the relation between orthogonal, symplectic and unitary matrix ensembles
- Fluctuations of the spectrum in rotationally invariant random matrix ensembles
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