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

页码：145 / 156

页数：12

共 50 条

[31] Efficient computation of cubature rules with application to new asymmetric rules on the triangle
Papanicolopulos, Stefanos-Aldo
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2016, 304 : 73 - 83
[32] ERROR BOUNDS FOR FULLY SYMMETRIC CUBATURE RULES
LETHER, FG
[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 1971, 8 (01) : 49 - &
[33] Limit theorems for beta-Jacobi ensembles
Jiang, Tiefeng
[J]. BERNOULLI, 2013, 19 (03) : 1028 - 1046
[34] Circular Jacobi Ensembles and Deformed Verblunsky Coefficients
Bourgade, Paul
Nikeghbali, Ashkan
Rouault, Alain
[J]. INTERNATIONAL MATHEMATICS RESEARCH NOTICES, 2009, 2009 (23) : 4357 - 4394
[35] ON POSITIVE CUBATURE RULES ON THE SIMPLEX AND ISOMETRIC EMBEDDINGS
Sawa, Masanori
Xu, Yuan
[J]. MATHEMATICS OF COMPUTATION, 2014, 83 (287) : 1251 - 1277
[36] GENERALIZED CHARACTERISTIC POLYNOMIALS AND GAUSSIAN CUBATURE RULES
Xu, Yuan
[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2015, 36 (03) : 1129 - 1142
[37] Janossy Densities for Unitary Ensembles at the Spectral Edge
Rider, Brian
Zhou, Xin
[J]. INTERNATIONAL MATHEMATICS RESEARCH NOTICES, 2008, 2008
[38] High-order cubature rules for tetrahedra
Jaskowiec, Jan
Sukumar, N.
[J]. INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2020, 121 (11) : 2418 - 2436
[39] MONOMIAL CUBATURE RULES SINCE STROUD - A COMPILATION
COOLS, R
RABINOWITZ, P
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1993, 48 (03) : 309 - 326
[40] Limits for circular Jacobi beta-ensembles
Liu, Dang-Zheng
[J]. JOURNAL OF APPROXIMATION THEORY, 2017, 215 : 40 - 67

← 1 2 3 4 5 →