Published November 20, 2009
| Version v1
Journal article
Integral formulae for the eigenvalue density of complex random matrices
Creators
- 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/10.1088/1751-8113/42/46/462002Additional 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