Matrix Product Ensembles of Hermite-type
主 题: Matrix Product Ensembles of Hermite-type
报告人: Dang-Zheng Liu(University of Science and Technology of China)
时 间: 2017-09-01 15:00 - 2017-09-01 16:00
地 点: Room 78201, Jingchunyuan 78, BICMR
\n\tWe investigate spectral properties of a Hermitised random matrix product which, contrary to previous product ensembles, allows for eigenvalues on the full real line. We find an explicit expression of the joint probability density function as a bi-orthogonal ensemble. As an interesting example, we focus on the product of GUE and LUE matrices and provide explicit expressions both for the bi-orthogonal functions and the correlation kernel. Then a new double-side kernel is found at the origin, which is slightly different from the Bessel kernel.\n<\/p>
