Cubature rules for unitary Jacobi ensembles
Numerical Analysis
2023-05-03 v1 Numerical Analysis
Classical Analysis and ODEs
Abstract
We present Chebyshev type cubature rules for the exact integration of rational symmetric functions with poles on prescribed coordinate hyperplanes. Here the integration is with respect to the densities of unitary Jacobi ensembles stemming from the Haar measures of the orthogonal and the compact symplectic Lie groups.
Cite
@article{arxiv.2305.01289,
title = {Cubature rules for unitary Jacobi ensembles},
author = {Jan Felipe van Diejen and Erdal Emsiz},
journal= {arXiv preprint arXiv:2305.01289},
year = {2023}
}
Comments
10 pages, 1 table