Eigenfunction statistics of Wishart Brownian ensembles
نویسندگان
چکیده
منابع مشابه
The Gaussian and Wishart Ensembles: Eigenvalue Densities
1.1. Orthogonal and Unitary Invariance. For the classical random matrix ensembles — the Gaussian Orthogonal, Unitary, and Symplectic Ensembles, the real and complex Wishart Ensembles, and the Circular Ensembles — the joint probability densities of the matrix entries, relative to Lebesgue measures, are functions only of the eigenvalues. This makes it possible to express the joint densities of th...
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ژورنال
عنوان ژورنال: Journal of Physics A: Mathematical and Theoretical
سال: 2017
ISSN: 1751-8113,1751-8121
DOI: 10.1088/1751-8121/aa8bd7