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the l × l Hermitan matrices of rank n ≤ l H (n) l = {kΠ l,nxΠ n,lk∗|k ∈ Kl, x ∈ Hn}, where H (n) n = Hn, equipped with the measure dx′ = d(kΠ l,nxΠ n,lk∗) = dxd∗k induced by

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Products of Complex Rectangular and Hermitian Random Matrices

math.PR · 2019-08-25 · conditional · novelty 7.0

A new spherical transform with sign parameters gives the joint eigenvalue density and kernels for products of Pólya ensembles with Hermitian matrices.

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Products of Complex Rectangular and Hermitian Random Matrices math.PR · 2019-08-25 · conditional · none · ref 8
A new spherical transform with sign parameters gives the joint eigenvalue density and kernels for products of Pólya ensembles with Hermitian matrices.

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