Published June 1999
| Published
Journal Article
Open
Some consequences of exchangeability in random-matrix theory
- Creators
- Le Caër, G.
- Delannay, R.
Abstract
Properties of infinite sequences of exchangeable random variables result directly in explicit expressions for calculating asymptotic densities of eigenvalues ρ_∞(λ) of any ensemble of random matrices H whose distribution depends only on tr (H†H), where H† is the Hermitian conjugate of H. For real symmetric matrices and for Hermitian matrices, the densities ρ_∞(λ) are constructed by summing up Wigner semicircles with varying radii and weights as confirmed by Monte Carlo simulations. Extensions to more general matrix ensembles are also considered.
Additional Information
© 1999 American Physical Society. (Received 14 August 1998) G.L.C. thanks the CNRS, NSF, Ministère des Affaires Etrangères, and the Division of Engineering and Applied Science (California Institute of Technology) for financial support, Professor B. Fultz and his group for their welcome, and P. Bogdanoff for a careful reading of the manuscript.Attached Files
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Additional details
- Eprint ID
- 76225
- Resolver ID
- CaltechAUTHORS:20170408-163845200
- Centre National de la Recherche Scientifique (CNRS)
- NSF
- Ministère des Affaires Etrangères
- Caltech Division of Engineering and Applied Science
- Created
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2018-03-08Created from EPrint's datestamp field
- Updated
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2021-11-15Created from EPrint's last_modified field