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Sylvester Index of Random Hermitian Matrices.
- 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