Random matrix ensembles with an effective extensive external charge

DOI10.1088/0305-4470/31/29/002MaRDI QIDQ4212373zbMATH OpenOpenAlexFDO

Authors T. H. Baker, Paul A. Pearce, Peter J. Forrester

Publication date 25 May 1999

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9803355

zbMATH Keywords

chaotic scatteringDyson circular ensembleeigenvalue probability densityLaguerre ensemblePoisson kernelrandom matricesunitary matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two such ensembles have been encounted: an ensemble of unitary matrices specified by the so-called Poisson kernel, and the Laguerre ensemble of positive definite matrices. Here we consider various properties of these ensembles. Jack polynomial theory is used to prove a reproducing property of the Poisson kernel, and a certain unimodular mapping is used to demonstrate that the variance of a linear statistic is the same as in the Dyson circular ensemble. For the Laguerre ensemble, the scaled global density is calculated exactly for all even values of the parameter $$, while for $$ (random matrices with unitary symmetry), the neighbourhood of the smallest eigenvalue is shown to be in the soft edge universality class.

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