A random matrix decimation procedure relating β = 2/(r+1) to β = 2(r+1)
read the original abstract
Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to be the case $r=1$ of a family of inter-relations between eigenvalue probability density functions for generalizations of the classical random matrix ensembles referred to as $\beta$-ensembles. The inter-relations give that the joint distribution of every $(r+1)$-st eigenvalue in certain $\beta$-ensembles with $\beta = 2/(r+1)$ is equal to that of another $\beta$-ensemble with $\beta = 2(r+1)$. The proof requires generalizing a conditional probability density function due to Dixon and Anderson.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.