Spherical Functions Approach to Sums of Random Hermitian Matrices

被引:12
|
作者
Kuijlaars, Arno B. J. [1 ]
Roman, Pablo [2 ]
机构
[1] Katholieke Univ Leuven, Dept Math, B-3001 Leuven, Belgium
[2] Univ Nacl Cordoba, CIEM, FaMAF, RA-5000 Cordoba, Argentina
关键词
PRODUCTS;
D O I
10.1093/imrn/rnx146
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We present an approach to sums of random Hermitian matrices via the theory of spherical functions for the Gelfand pair . It is inspired by a similar approach of Kieburg and Kosters for products of random matrices. The spherical functions have determinantal expressions because of the Harish-Chandra/Itzykson-Zuber integral formula. It leads to remarkably simple expressions for the spherical transform and its inverse. The spherical transform is applied to sums of unitarily invariant random matrices from polynomial ensembles and the subclass of polynomial ensembles of derivative type (in the additive sense), which turns out to be closed under addition. We finally present additional detailed calculations for the sum with a random matrix from a Laguerre unitary ensemble.
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页码:1005 / 1029
页数:25
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