Orbit measures, random matrix theory and interlaced determinantal processes
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Publication:974776
DOI10.1214/09-AIHP314zbMATH Open1216.15024arXiv0810.1011MaRDI QIDQ974776FDOQ974776
Publication date: 7 June 2010
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Abstract: A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the Gaussian and the Laguerre Unitary ensembles. We study them using projections and convolutions of invariant probability measures on adjoint orbits of a compact Lie group. These measures are described by semiclassical approximation involving tensor and restriction mulltiplicities. We show that a large class of them are determinantal.
Full work available at URL: https://arxiv.org/abs/0810.1011
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eigenvalue distributionrank one perturbationdeterminantal processrandom matrix ensemblescrystal graphminor processGaussian and Laguerre unitary ensemblesGelfand Tsetlin polytopeinterlaced configurationorbit measure
Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Combinatorial aspects of representation theory (05E10) Representations of Lie algebras and Lie superalgebras, algebraic theory (weights) (17B10) Representation theory for linear algebraic groups (20G05)
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