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Transformations of polynomial ensembles
- Source :
- In Modern Trends in Constructive Function Theory (D.P. Hardin, D.S. Lubinsky, and B. Simanek, eds.) Contemporary Mathematics 661 (2016), pp. 253-268
- Publication Year :
- 2015
-
Abstract
- A polynomial ensemble is a probability density function for the position of $n$ real particles of the form $\frac{1}{Z_n} \, \prod_{j<k} (x_k-x_j) \, \det \left[ f_k (x_j) \right]_{j,k=1}^n$, 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.<br />Comment: 15 pages, references added, reorganization of some of the proofs
- Subjects :
- Mathematics - Probability
Mathematical Physics
Subjects
Details
- Database :
- arXiv
- Journal :
- In Modern Trends in Constructive Function Theory (D.P. Hardin, D.S. Lubinsky, and B. Simanek, eds.) Contemporary Mathematics 661 (2016), pp. 253-268
- Publication Type :
- Report
- Accession number :
- edsarx.1501.05506
- Document Type :
- Working Paper