Cubature rules for unitary Jacobi ensembles
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Publication:6435008
DOI10.1007/S00365-020-09514-1arXiv2305.01289MaRDI QIDQ6435008FDOQ6435008
Authors: J. F. Van Diejen, E. Emsiz 
Publication date: 2 May 2023
Abstract: We present Chebyshev type cubature rules for the exact integration of rational symmetric functions with poles on prescribed coordinate hyperplanes. Here the integration is with respect to the densities of unitary Jacobi ensembles stemming from the Haar measures of the orthogonal and the compact symplectic Lie groups.
Random matrices (algebraic aspects) (15B52) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)
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