Explicit density for singular values of Lévy's area matrix, determinantal point process characterization, and d to infinity asymptotics including absolute Cauchy limit.
Meet Andr\'eief, Bordeaux 1886, and Andreev, Kharkov 1882-83
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abstract
The paper `Note sur une relation entre les int\'egrales d\'efinies des produits des fonctions' by C. Andr\'eief is an often cited paper in random matrix theory, due to it containing what is now referred to as Andr\'eief's integration formula. Nearly all citing works state the publication year as 1883. However the journal containing the paper, M\'emories de la Societ\'e des Sciences physiques et naturelles de Bordeaux, issue 3 volume 2 actually appeared in 1886. In addition to clarifying this point, some historical information relating to C. Andr\'eief (better known as K.A. Andreev) and the lead up to this work is given, as is a review of some of the context of Andr\'eief's integration formula.
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The Singular Values of L\'evy's Area Matrix
Explicit density for singular values of Lévy's area matrix, determinantal point process characterization, and d to infinity asymptotics including absolute Cauchy limit.