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Transformations of polynomial ensembles

Authors :
Kuijlaars, Arno B. J.
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

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