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Published 2001 | Submitted + Published
Book Section - Chapter Open

Interrelationships Between Orthogonal, Unitary and Symplectic Matrix Ensembles

Abstract

We consider the following problem: When do alternate eigenvalues taken from a matrix ensemble themselves form a matrix ensemble? More precisely, we classify all weight functions for which alternate eigenvalues from the corresponding orthogonal ensemble form a symplectic ensemble, and similarly classify those weights for which alternate eigenvalues from a union of two orthogonal ensembles forms a unitary ensemble. Also considered are the k-point distributions for the decimated orthogonal ensembles.

Additional Information

© 2001 Mathematical Sciences Research Institute. Forrester thanks J. Baik for drawing his attention to the conjecture noted in the paragraph above the paragraph containing (1-6), and acknowledges the Australian Research Council for financial support.

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Submitted - 9907008.pdf

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