On the relation between orthogonal, symplectic and unitary matrix ensembles
From MaRDI portal
Publication:1809672
zbMath0935.60090arXivsolv-int/9804005MaRDI QIDQ1809672
Publication date: 4 May 2000
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/solv-int/9804005
random matricesunitary ensemblesLaguerre ensemblesmatrix kernelsorthogonal ensemblessymplectic ensembles
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Integral operators (47G10) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
Related Items
Rank 1 real Wishart spiked model, Edge universality for orthogonal ensembles of random matrices, Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices, Correlation kernels for discrete symplectic and orthogonal ensembles, Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture, Wronskian structures of planar symplectic ensembles, Harold Widom’s work in random matrix theory, Linear statistics of matrix ensembles in classical background, A rate of convergence result for the largest eigenvalue of complex white Wishart matrices, On the almost‐circular symplectic induced Ginibre ensemble, Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices, Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices, Spacings in orthogonal and symplectic random matrix ensembles, Spherical induced ensembles with symplectic symmetry, Global and local scaling limits for linear eigenvalue statistics of Jacobi \(\beta\)-ensembles, Gaussian multiplicative chaos for Gaussian orthogonal and symplectic ensembles, Orthogonal and symplectic matrix models: universality and other properties, Edge universality of beta ensembles, Universality of general \(\beta\)-ensembles, Random matrix theory in statistics: a review, Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel, Gap universality of generalized Wigner and \(\beta\)-ensembles, Universality of local spectral statistics of random matrices, Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge, On the proof of universality for orthogonal and symplectic ensembles in random matrix theory, Universality for orthogonal and symplectic Laguerre-type ensembles, The \(z\)-measures on partitions, Pfaffian point processes, and the matrix hypergeometric kernel, A Riemann-Hilbert problem for skew-orthogonal polynomials, Spectral universality of real chiral random matrix ensembles, Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter, Janossy densities of coupled random matrices, Crossover ensembles of random matrices and skew-orthogonal polynomials, Classical skew orthogonal polynomials in a two-component log-gas with charges \(+1\) and \(+2\), The Cauchy two-matrix model, On universality for orthogonal ensembles of random matrices, Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence, Classical discrete symplectic ensembles on the linear and exponential lattice: skew orthogonal polynomials and correlation functions, High-dimensional linear models: a random matrix perspective, Large-N expansion for the time-delay matrix of ballistic chaotic cavities, Scaling limits of planar symplectic ensembles, Book Review: Random matrix theory: invariant ensembles and universality, Some connections between the classical Calogero-Moser model and the log-gas, Moments of the transmission eigenvalues, proper delay times, and random matrix theory. I, On the distribution of the largest eigenvalue in principal components analysis, Random matrices and the replica method