Rayleigh triangles and non-matrix interpolation of matrix beta integrals

DOI10.1070/SM2003V194N04ABEH000727MaRDI QIDQ4658193zbMATH OpenOpenAlexFDO

Authors Yu A. Neretin

Publication date 16 March 2005

Published in Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0301070

zbMATH Keywords

beta integralseigenvalues of Hermitian matricesHua-Pickerell measuresRayleigh trianglesSelberg integral

Mathematics Subject Classification ID

Analysis on real and complex Lie groups (22E30) Hypergeometric functions associated with root systems (33C67) Connections of hypergeometric functions with groups and algebras, and related topics (33C80) Harmonic analysis on homogeneous spaces (43A85)

Abstract: We interpolate matrix beta-integrals of Siegel, Hua Loo Keng and Gindikin types with respect to dimension of the field. The domain of integration (Rayleigh triangles) imitates collections of all the eigenvalues of all the principal minors of a self-adjoint matrix. We also interpolate the Hua--Pickrell measures on inverse limits of symmetric spaces. Our family of integrals also contains the Selberg integral.

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Cited in

(26)

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• On the Dotsenko–Fateev complex twin of the Selberg integral and its extensions
• Universal objects of the infinite beta random matrix theory
• Dynamical loop equation
• Deterministically approximating the volume of a Kostka polytope
• On the hard edge limit of the zero temperature Laguerre -corners process
• Sampling matrices from Harish-Chandra-Itzykson-Zuber densities with applications to quantum inference and differential privacy
• Boundary statistics for the six-vertex model with DWBC
• Six-vertex model and random matrix distributions
• Matrix models for multilevel Heckman-Opdam and multivariate Bessel measures
• The intertwining property for -Laguerre processes and integral operators for Jack polynomials
• Multilevel Dyson Brownian motions via Jack polynomials
• A new integral formula for Heckman-Opdam hypergeometric functions

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