Supersymmetry approach to Wishart correlation matrices: exact results

DOI10.1007/s10955-012-0567-xzbMath1254.82019arXiv1012.1234OpenAlexW3098725257MaRDI QIDQ690722

Christian Recher, Thomas Guhr, Mario Kieburg, Martin R. Zirnbauer

Publication date: 29 November 2012

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.1234

zbMATH Keywords

supersymmetryWishart correlation matrices

Mathematics Subject Classification ID

Supersymmetric field theories in quantum mechanics (81T60) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (8)

The correlated Jacobi and the correlated Cauchy-Lorentz ensembles ⋮ Exact relation between singular value and eigenvalue statistics ⋮ Optimal lower bound on the least singular value of the shifted Ginibre ensemble ⋮ Eigenfunction statistics of Wishart Brownian ensembles ⋮ On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases ⋮ Spectra of large time-lagged correlation matrices from random matrix theory ⋮ On the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries ⋮ Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles

Uses Software

• Mathematica

Cites Work

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