Derivative principles for invariant ensembles

DOI10.1016/J.AIM.2022.108833MaRDI QIDQ6346152arXivFDO

Authors Mario Kieburg, Jiyuan Zhang

Publication date 30 July 2020

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.AIM.2022.108833

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

arXiv classification

math-phmath.CAmath.MPmath.PR

Abstract: In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal or pseudo-diagonal entries as it is the case for Hermitian matrices. These representations are called derivative principles. We show them for the additive spaces of the Hermitian, Hermitian antisymmetric, Hermitian anti-self-dual, and complex rectangular matrices as well as for the two multiplicative matrix spaces of the positive definite Hermitian matrices and of the unitary matrices. In all six cases we prove the uniqueness of the derivative principles.

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