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Sylvester Index of Random Hermitian Matrices.

Authors :
Bouali, Mohamed
Faraut, Jacques
Source :
Journal of Theoretical Probability; Mar2024, Vol. 37 Issue 1, p768-813, 46p
Publication Year :
2024

Abstract

The Sylvester index of a random Hermitian matrix in the Gaussian ensemble has been considered by Dean and Majumdar. We consider this Sylvester index for a matrix ensemble of random Hermitian matrices defined by a probability density of the form exp (- tr Q (x))) , where Q is a convex polynomial. The main result is the determination of the statistical distribution of the eigenvalues under the condition of a prescribed Sylvester index. We revisit some known results, giving complete proofs, for which we use logarithmic potential theory and complex analysis. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08949840
Volume :
37
Issue :
1
Database :
Complementary Index
Journal :
Journal of Theoretical Probability
Publication Type :
Academic Journal
Accession number :
175984776
Full Text :
https://doi.org/10.1007/s10959-022-01232-7