Cubature Rules for Unitary Jacobi Ensembles

被引：0
|
作者：
van Diejen, J. F. [1 ]
Emsiz, E. [2 ]
机构：
[1] Univ Talca, Inst Matemat & Fis, Casilla 747, Talca, Chile
[2] Delft Univ Technol, Delft Inst Appl Math, Van Mourik Broekmanweg 6, NL-2628 XE Delft, Netherlands
来源：
CONSTRUCTIVE APPROXIMATION | 2021年 / 54卷 / 01期
关键词：
Cubature rules; Random matrices; Compact Lie groups; Haar measures; QUADRATURE-FORMULAS; GAUSSIAN CUBATURE; POLYNOMIALS;
D O I：
10.1007/s00365-020-09514-1
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We present Chebyshev type cubature rules for the exact integration of rational symmetric functions with poles on prescribed coordinate hyperplanes. Here the integration is with respect to the densities of unitary Jacobi ensembles stemming from the Haar measures of the orthogonal and the compact symplectic Lie groups.
引用
收藏
页码：145 / 156
页数：12
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