A random matrix decimation procedure relating $\beta = 2/(r+1)$ to $\beta = 2(r+1)$
Mathematical Physics
2015-06-24 v1 math.MP
Abstract
Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to be the case of a family of inter-relations between eigenvalue probability density functions for generalizations of the classical random matrix ensembles referred to as -ensembles. The inter-relations give that the joint distribution of every -st eigenvalue in certain -ensembles with is equal to that of another -ensemble with . The proof requires generalizing a conditional probability density function due to Dixon and Anderson.
Cite
@article{arxiv.0711.1914,
title = {A random matrix decimation procedure relating $\beta = 2/(r+1)$ to $\beta = 2(r+1)$},
author = {Peter J. Forrester},
journal= {arXiv preprint arXiv:0711.1914},
year = {2015}
}
Comments
19 pages, 1 figure