Transformations of Polynomial Ensembles

DOI10.1090/CONM/661/13286MaRDI QIDQ3187568zbMATH OpenOpenAlexFDO

Authors Arno B. J. Kuijlaars

Publication date 2 September 2016

Published in Modern Trends in Constructive Function Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.05506, https://lirias.kuleuven.be/handle/123456789/571359

zbMATH Keywords

Hermitian matrixpolynomial ensemble

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: A polynomial ensemble is a probability density function for the position of $n$ real particles of the form $frac1Z_n,pro{d}_{j<k}(x_k-x_j),detleft[f_k(x_j)ight{]}_{j,k=1}^n$, for certain functions $f_1,ldots,f_n$. Such ensembles appear frequently as the joint eigenvalue density of random matrices. We present a number of transformations that preserve the structure of a polynomial ensemble. These transformations include the restriction of a Hermitian matrix by removing one row and one column, a rank-one modification of a Hermitian matrix, and the extension of a Hermitian matrix by adding an extra row and column with complex Gaussians.

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Cited in

(20)

• Transformation of uniformly distributed particle ensembles
• Singular values for products of two coupled random matrices: hard edge phase transition
• Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral
• Multiplicative convolution of real asymmetric and real anti-symmetric matrices
• Hard edge statistics of products of Pólya ensembles and shifted GUE's
• Universal microscopic spectrum of the unquenched QCD Dirac operator at finite temperature
• Averages of products and ratios of characteristic polynomials in polynomial ensembles
• Polynomial ensembles and recurrence coefficients
• Dropping the independence: singular values for products of two coupled random matrices
• Polynomial ensembles and Pólya frequency functions
• Probabilistic derivation of a q-polynomials transformation formula
• Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
• Additive matrix convolutions of Pólya ensembles and polynomial ensembles
• Correlation kernels for sums and products of random matrices
• Spectral statistics for the difference of two Wishart matrices
• Applications of multiple orthogonal polynomials with hypergeometric moment generating functions
• Biorthogonal measures, polymer partition functions, and random matrices
• Correlation functions between singular values and eigenvalues
• In memoriam: aspects of Santosh Kumar's work on exact results in RMT
• Hard edge asymptotics of correlation functions between singular values and one eigenvalue

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