On some properties of the Gauss ensemble of random matrices: Integrable system
type: Item
instance of: scholarly article
title: On some properties of the Gauss ensemble of random matrices: Integrable system
zbMATH Open document ID: 0657.58014
DOI: 10.1016/0196-8858(87)90011-X
published in: Advances in Applied Mathematics
publication date: 1987-01-01T00:00:00Z
review text: The author considers certain multidimensional integrals arising from the theory of Gaussian ensembles of random matrices. These integrals define the reduced density functions \(F_ N(x_ 1,...,x_ p)\) depending on parameter \(\lambda\). For \(\lambda =1,2,4\) the functions \(F_ N\) have been extensively invetigated. The author takes up the general case. The main result of the paper is the theorem that \(F_ N(x_ 1,..,x_ p)\) satisfy an integrable (in the sense of Frobenius) system of differential equations.
reviewed by: Eugene Gutkin
Mathematics Subject Classification ID: 37J35
Mathematics Subject Classification ID: 37K10
zbMATH DE Number: 4074006
zbMATH Keywords: Frobenius integrable system
zbMATH Keywords: Gaussian ensembles of random matrices
author: Kazuhiko Aomoto
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 4074006