Quaternion Representation of Intermediate Random Matrix Distributions
نویسندگان
چکیده
منابع مشابه
The Distributions of Random Matrix Theory
This paper surveys the largest eigenvalue distributions appearing in random matrix theory and their application to multivariate statistical analysis.
متن کاملSpacing distributions in random matrix ensembles
The topic of spacing distributions in random matrix ensembles is almost as old as the introduction of random matrix theory into nuclear physics. Both events can be traced back to Wigner in the mid 1950’s [37, 38]. Thus Wigner introduced the model of a large real symmetric random matrix, in which the upper triangular elements are independently distributed with zero mean and constant variance, fo...
متن کاملOrdered Random Variables from Discontinuous Distributions
In the absolutely continuous case, order statistics, record values and several other models of ordered random variables can be viewed as special cases of generalized order statistics, which enables a unified treatment of their theory. This paper deals with discontinuous generalized order statistics, continuing on the recent work of Tran (2006). Specifically, we show that in general neither re...
متن کاملThe Distributions of Random Matrix Theory and their Applications∗
This paper surveys the largest eigenvalue distributions appearing in random matrix theory and their application to multivariate statistical analysis.
متن کاملNonuniversality of compact support probability distributions in random matrix theory.
The two-point resolvent is calculated in the large-n limit for the generalized fixed and bounded trace ensembles. It is shown to disagree with that of the canonical Gaussian ensemble by a nonuniversal part that is given explicitly for all monomial potentials V(M)=M(2p). Moreover, we prove that for the generalized fixed and bounded trace ensemble all k-point resolvents agree in the large-n limit...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Progress of Theoretical Physics Supplement
سال: 2003
ISSN: 0375-9687
DOI: 10.1143/ptps.150.89