The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems
From MaRDI portal
Publication:939006
DOI10.1007/s10208-006-0215-9zbMath1464.82006OpenAlexW2094933406MaRDI QIDQ939006
Publication date: 20 August 2008
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10208-006-0215-9
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
Related Items
On the Cartan decomposition for classical random matrix ensembles, On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice, Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble, From random matrices to stochastic operators, Eigenvalue distributions of beta-Wishart matrices, Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles, Limit theorems for beta-Jacobi ensembles, General β-Jacobi Corners Process and the Gaussian Free Field, Simultaneous multidiagonalization for the CS decomposition, Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles, Robust Recovery of Low-Rank Matrices and Low-Tubal-Rank Tensors from Noisy Sketches, Hankel determinants of random moment sequences, Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time, Computable structural formulas for the distribution of the \(\beta\)-Jacobi edge eigenvalues, Jacobi beta ensemble and \(b\)-Hurwitz numbers, Spherical ensembles, A variance formula related to a quantum conductance problem, A Fuchsian matrix differential equation for Selberg correlation integrals, GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES, Computing the complete CS decomposition, Complex bimatrix variate generalised beta distributions, Asymptotics of Selberg-like integrals: The unitary case and Newton's interpolation formula, Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble, On the real representation of quaternion random variables
