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 real particles of the form , for certain functions . 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.
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