Orbit measures and interlaced determinantal point processes
Probability
2008-02-29 v1
Abstract
We study some random interlaced configurations considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We claim that these random configurations are determinantal and give their correlation kernels.
Cite
@article{arxiv.0802.4183,
title = {Orbit measures and interlaced determinantal point processes},
author = {Manon Defosseux},
journal= {arXiv preprint arXiv:0802.4183},
year = {2008}
}