English

Transformations of polynomial ensembles

Probability 2019-03-22 v2 Mathematical Physics math.MP

Abstract

A polynomial ensemble is a probability density function for the position of nn real particles of the form 1Znj<k(xkxj)det[fk(xj)]j,k=1n\frac{1}{Z_n} \, \prod_{j<k} (x_k-x_j) \, \det \left[ f_k (x_j) \right]_{j,k=1}^n, for certain functions f1,,fnf_1, \ldots, f_n. Such ensembles appear frequently as the joint eigenvalue density of random matrices. We present a number of transformations that preserve the structure of a polynomial ensemble. These transformations include the restriction of a Hermitian matrix by removing one row and one column, a rank-one modification of a Hermitian matrix, and the extension of a Hermitian matrix by adding an extra row and column with complex Gaussians.

Keywords

Cite

@article{arxiv.1501.05506,
  title  = {Transformations of polynomial ensembles},
  author = {Arno B. J. Kuijlaars},
  journal= {arXiv preprint arXiv:1501.05506},
  year   = {2019}
}

Comments

15 pages, references added, reorganization of some of the proofs

R2 v1 2026-06-22T08:09:48.208Z