A factorization of determinant related to some random matrices
type: Item
instance of: scholarly article
title: A factorization of determinant related to some random matrices
zbMATH Open document ID: 0922.34072
DOI: 10.1023/A:1023252000178
author: Tomoyuki Shirai
published in: Journal of Statistical Physics
publication date: 1999-10-03T00:00:00Z
review text: The author shows that for probability measures on \(n\times n\)-matrices \(X\) which arise from the determinant measure, the expectation of \(det(\lambda - X)^{-1}\) can be expressed (nonuniquely) as products of \(n\) Stieltjes measures on the reals, giving a specific formula and determining its limiting behavior.
Mathematics Subject Classification ID: 34L25
Mathematics Subject Classification ID: 82B31
Mathematics Subject Classification ID: 34L40
Mathematics Subject Classification ID: 15A90
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 81U99
zbMATH DE Number: 1279446
zbMATH Keywords: scattering problems
zbMATH Keywords: random matrix (GUE)
zbMATH Keywords: factorization
zbMATH Keywords: orthogonal polynomials
zbMATH Keywords: semicircle law
zbMATH Keywords: probability measures
zbMATH Keywords: expectation
reviewed by: Ki Hang Kim
MaRDI profile type: Publication
full work available at URL: a:1023252000178
OpenAlex ID: W177469406
description: scientific article; zbMATH DE number 1279446