Orbit measures, random matrix theory and interlaced determinantal processes

被引:37
作者
Defosseux, Manon [1 ]
机构
[1] Univ Paris 05, Lab Math Appl Paris 5, F-75270 Paris 06, France
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2010年 / 46卷 / 01期
关键词
Random matrix; Determinantal process; Interlaced configuration; Gelfand Tsetlin polytope; Cristal graph; Minor process; Rank one perturbation; HARMONIC-ANALYSIS; SYMMETRY CLASSES; RANDOM-WALKS; REPRESENTATIONS;
D O I
10.1214/09-AIHP314
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the Gaussian and the Laguerre Unitary ensembles. We study them using projections and convolutions of invariant probability measures on adjoint orbits of a compact Lie group. These measures are described by semiclassical approximation involving tensor and restriction multiplicities. We show that a large class of them are determinantal.
引用
收藏
页码:209 / 249
页数:41
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