Truncations of random unitary matrices drawn from Hua-Pickrell distribution
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determinantal point processHua-Pickrell measurelimiting point processtruncated unitary matrixweighted Bergman kernel
Random power series in one complex variable (30B20) Bergman spaces and Fock spaces (30H20) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites work
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- An introduction to the theory of reproducing kernel Hilbert spaces
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- Determinantal processes and independence
- Determinantal random point fields
- Ewens measures on compact groups and hypergeometric kernels
- From random matrices to random analytic functions
- Gap probabilities in the finite and scaled Cauchy random matrix ensembles
- HARMONIC ANALYSIS ON CONFIGURATION SPACE I: GENERAL THEORY
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