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Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter
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  • Published: 05 July 2004

Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter

  • Peter J. Forrester1 &
  • Eric M. Rains2 nAff3 

Probability Theory and Related Fields volume 130, pages 518–576 (2004)Cite this article

  • 133 Accesses

  • 22 Citations

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Abstract.

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the classical matrix ensembles with orthogonal symmetry, it is known that forming superpositions and decimations gives rise to classical matrix ensembles with unitary and symplectic symmetry. The basic identities expressing these facts can be extended to include a parameter, which in turn provides us with probability density functions which we take as the definition of special parameter dependent matrix ensembles. The parameter dependent ensembles relating to superpositions interpolate between superimposed orthogonal ensembles and a unitary ensemble, while the parameter dependent ensembles relating to decimations interpolate between an orthogonal ensemble with an even number of eigenvalues and a symplectic ensemble of half the number of eigenvalues. By the construction of new families of biorthogonal and skew orthogonal polynomials, we are able to compute the corresponding correlation functions, both in the finite system and in various scaled limits. Specializing back to the cases of orthogonal and symplectic symmetry, we find that our results imply different functional forms to those known previously.

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Acknowledgments.

We thank J. Baik for encouraging us to take up the problem of calculating the correlation functions for (1.4), and the referee for a careful reading. The work of PJF was supported by the Australian Research Council.

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Author notes
  1. Eric M. Rains

    Present address: Department of Mathematics, University of California, Davis, CA, 95616, USA

Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Melbourne, Victoria, 3010, Australia

    Peter J. Forrester

  2. AT&T Research, Florham Park, NJ, 07932, USA

    Eric M. Rains

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  1. Peter J. Forrester
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  2. Eric M. Rains
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Correspondence to Peter J. Forrester.

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Forrester, P., Rains, E. Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter. Probab. Theory Relat. Fields 130, 518–576 (2004). https://doi.org/10.1007/s00440-004-0374-7

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  • Received: 26 November 2002

  • Revised: 23 March 2004

  • Published: 05 July 2004

  • Issue Date: December 2004

  • DOI: https://doi.org/10.1007/s00440-004-0374-7

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Keywords

  • Density Function
  • Correlation Function
  • Probability Density
  • Stochastic Process
  • Probability Theory
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