Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles

DOI10.1088/1751-8121/aa6a6czbMath1368.81075arXiv1504.03177OpenAlexW2546541196MaRDI QIDQ5274895

Tim Wirtz, Mario Kieburg, Thomas Guhr

Publication date: 6 July 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.03177

zbMATH Keywords

supersymmetryrandom matrix theorycorrelation matricesWishart random matrixlocal spectral statisticsmacroscopic level density

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Monte Carlo methods (65C05) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Supersymmetry and quantum mechanics (81Q60) Random matrices (algebraic aspects) (15B52)

Related Items

The correlated Jacobi and the correlated Cauchy-Lorentz ensembles

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