A generalization of random matrix ensemble. I: General theory

DOI10.2140/PJM.2006.228.1zbMATH Open1131.15024arXivmath-ph/0502020OpenAlexW2101784160MaRDI QIDQ996148FDOQ996148

Authors: Jinpeng An, Zhengdon Wang, Kui-Hua Yan 

Publication date: 12 September 2007

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Abstract: We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the density functions for all classical ensembles and various kinds of new ensembles. An integration formula associated with the generalized ensemble is also given. We also give a classification scheme of the generalized ensembles, which will include all classical ensembles and some new ensembles which were not considered before.

Full work available at URL: https://arxiv.org/abs/math-ph/0502020

Recommendations

• Integral formulae for the eigenvalue density of complex random matrices
• scientific article; zbMATH DE number 523048
• scientific article; zbMATH DE number 1376671
• On the universality of the level spacing distribution for some ensembles of random matrices
• scientific article; zbMATH DE number 51346

zbMATH Keywords

determinanteigenvalueLie algebraprobability measureeigenvalue density function

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Groups acting on specific manifolds (57S25) Integration on manifolds; measures on manifolds (58C35)

Cited In (5)

• A general Weyl-type integration formula for isometric group actions
• On the Cartan decomposition for classical random matrix ensembles
• Generalized random matrix model with additional interactions
• Matrix measures, random moments, and Gaussian ensembles
• Nonabelian cohomology with coefficients in Lie groups

This page was built for publication: A generalization of random matrix ensemble. I: General theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q996148)