Mathematical Physics Seminar
Singular values and inter-relations between classical random matrix ensembles
Peter Forrester,
Professor,
Department of Mathematics,
University of Melbourne,
In the case of random matrix ensembles with an orthogonal symmetry, superimposing
two spectra drawn at random gives a simple function form for the
eigenvalue PDF. This functional form naturally separates the even labelled, and the odd labelled,
eigenvalues. For particular Laguerre and Jacobi weights, integrating over the odd labelled
eigenvalues gives back the PDF for a random matrix ensemble with unitary symmetry. After revising known
results of this type, and their consequences for gap probabilities, analogous findings in
relation to singular values will be presented.
For more information, please contact Eric Rains by email at [email protected].
Event Series
Mathematical Physics Seminar Series
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