Journal article

Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter

PJ Forrester, EM Rains

Probability Theory and Related Fields | SPRINGER HEIDELBERG | Published : 2004

Abstract

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the classical matrix ensembles with orthogonal symmetry, it is known that forming superpositions and decimations gives rise to classical matrix ensembles with unitary and symplectic symmetry. The basic identities expressing these facts can be extended to include a parameter, which in turn provides us with probability density functions which we take as the definition of special parameter dependent matrix ensembles. The parameter dependent ensembles relating to..

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University of Melbourne Researchers