Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
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Publication:2057796
DOI10.1016/j.nuclphysb.2021.115582zbMath1493.60016arXiv2011.13680OpenAlexW3211330101MaRDI QIDQ2057796
Leonardo Santilli, Miguel Tierz
Publication date: 7 December 2021
Published in: Nuclear Physics. B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.13680
Random matrices (probabilistic aspects) (60B20) Classical equilibrium statistical mechanics (general) (82B05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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Determinantal expressions of certain integrals on symmetric spaces, Global and local scaling limits for the β = 2 Stieltjes–Wigert random matrix ensemble
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