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arXiv 0801.0100math-phmath.MP
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经典投影过程的行列式相关

Determinantal Correlations for Classical Projection Processes

Peter J. Forrester, Taro Nagao

摘要:

最近在排队论和统计力学中的应用已经隔离了由GUE的连续子式的特征值形成的过程。类似的特征值过程,形成一般从嵌套序列的矩阵的特征值产生的随机corank 1投影的经典随机矩阵合奏,确定为LUE和JUE。所有这些过程的相关性可以用统一的方法计算。然后可以在各种缩放限制中分析所得表达式。在软边缘处,由于子项的秩与$N^{2/3}$成比例地不同,缩放的相关性与从戴森布朗运动模型的软边缘缩放中已知的那些一致。

英文摘要:

Recent applications in queuing theory and statistical mechanics have isolated the process formed by the eigenvalues of successive minors of the GUE. Analogous eigenvalue processes, formed in general from the eigenvalues of nested sequences of matrices resulting from random corank 1 projections of classical random matrix ensembles, are identified for the LUE and JUE. The correlations for all these processes can be computed in a unified way. The resulting expressions can then be analyzed in various scaling limits. At the soft edge, with the rank of the minors differing by an amount proportional to $N^{2/3}$, the scaled correlations coincide with those known from the soft edge scaling of the Dyson Brownian motion model.

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