A Generalization of Random Matrix Ensemble I: General Theory

We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the density functions for all classical ensembles and various kinds o...

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Bibliographic Details
Published inarXiv.org
Main Authors An, Jinpeng, Wang, Zhengdong, Yan, Kuihua
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 06.02.2005
Subjects
Density
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Summary:We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the density functions for all classical ensembles and various kinds of new ensembles. An integration formula associated with the generalized ensemble is also given. We also give a classification scheme of the generalized ensembles, which will include all classical ensembles and some new ensembles which were not considered before.
ISSN:2331-8422