Ewens Measures on Compact Groups and Hypergeometric Kernels
On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure, these factors become independent random variables with explic...
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Published in | Séminaire de Probabilités XLIII pp. 351 - 377 |
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Main Authors | , , |
Format | Book Chapter |
Language | English |
Published |
Berlin, Heidelberg
Springer Berlin Heidelberg
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Series | Lecture Notes in Mathematics |
Subjects | |
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Abstract | On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure, these factors become independent random variables with explicit distributions. Beyond the known results on the orthogonal and unitary groups (O(n) and U(n)), we treat the symplectic case. In U(n), this induces a family of probability changes analogous to the biassing in the Ewens sampling formula known for the symmetric group. Then we study the spectral properties of these measures, connected to the pure Fisher-Hartvig symbol on the unit circle. The associated orthogonal polynomials give rise, as n tends to infinity to a limit kernel at the singularity. |
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AbstractList | On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure, these factors become independent random variables with explicit distributions. Beyond the known results on the orthogonal and unitary groups (O(n) and U(n)), we treat the symplectic case. In U(n), this induces a family of probability changes analogous to the biassing in the Ewens sampling formula known for the symmetric group. Then we study the spectral properties of these measures, connected to the pure Fisher-Hartvig symbol on the unit circle. The associated orthogonal polynomials give rise, as n tends to infinity to a limit kernel at the singularity. |
Author | Bourgade, Paul Nikeghbali, Ashkan Rouault, Alain |
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CitedBy_id | crossref_primary_10_1007_s11785_022_01306_8 crossref_primary_10_4213_im8383 crossref_primary_10_1007_s10959_015_0632_x crossref_primary_10_1070_IM2015v079n06ABEH002775 crossref_primary_10_1093_imrn_rnad182 crossref_primary_10_1142_S2010326322500496 |
ContentType | Book Chapter |
Copyright | Springer-Verlag Berlin Heidelberg 2011 |
Copyright_xml | – notice: Springer-Verlag Berlin Heidelberg 2011 |
DOI | 10.1007/978-3-642-15217-7_15 |
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Discipline | Mathematics |
EISBN | 9783642152177 3642152171 |
EISSN | 1617-9692 |
Editor | Lejay, Antoine Rouault, Alain Donati-Martin, Catherine |
Editor_xml | – sequence: 1 givenname: Catherine surname: Donati-Martin fullname: Donati-Martin, Catherine email: catherine.donati@upmc.fr – sequence: 2 givenname: Antoine orcidid: 0000-0003-0406-9550 surname: Lejay fullname: Lejay, Antoine email: Antoine.Lejay@iecn.u-nancy.fr – sequence: 3 givenname: Alain surname: Rouault fullname: Rouault, Alain email: alain.rouault@math.uvsq.fr |
EndPage | 377 |
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Snippet | On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a... |
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StartPage | 351 |
SubjectTerms | Characteristic polynomials Correlation kernel Decomposition of Haar measure Ewens sampling formula Random matrices |
Title | Ewens Measures on Compact Groups and Hypergeometric Kernels |
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