Published November 20, 2009 | Version v1
Journal article

Integral formulae for the eigenvalue density of complex random matrices

  • 1. School of Mathematical Sciences, University of Nottingham, NG7 2RD (United Kingdom)
  • 2. Queen Mary University of London, School of Mathematical Sciences, London E1 4NS (United Kingdom)

Description

We show that the density of complex eigenvalues for unitary invariant ensembles of complex matrices A can be written as an integral over the eigenvalues gj of AA†. For the standard random matrix ensembles with matrix density of the form Πjw(gj), this integral can be further reduced to a twofold integral involving the Christoffel-Darboux kernel for the orthogonal polynomials associated with weight w. (fast track communication)

Availability note (English)

Available from http://dx.doi.org/10.1088/1751-8113/42/46/462002

Additional details

Identifiers

DOI
10.1088/1751-8113/42/46/462002;
PII
S1751-8113(09)28563-5;

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
42
Journal Issue
46
Journal Page Range
[10 p.]
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
41054166
Subject category
S97: MATHEMATICAL METHODS AND COMPUTING;
Descriptors DEI
EIGENVALUES; INTEGRALS; MATRICES; POLYNOMIALS; RANDOMNESS
Descriptors DEC
FUNCTIONS