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arXiv 2007.15259math-phmath.CAmath.MPmath.PR
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不变系综的导数原理

Derivative principles for invariant ensembles

Mario Kieburg, Jiyuan Zhang

摘要:

在目前的工作中,我们表明,联合概率分布的特征值可以表示的微分算子的分布上的一些其他的矩阵量。这些量可以是对角或伪对角项,因为这是厄米矩阵的情况。这些表示被称为导数原理。我们证明了它们的加法空间的厄米特,厄米特反对称,厄米特反自对偶,和复杂的矩形矩阵以及两个乘法矩阵空间的正定厄米矩阵和酉矩阵。在所有六种情况下,我们证明了唯一的衍生原则。

英文摘要:

In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal or pseudo-diagonal entries as it is the case for Hermitian matrices. These representations are called derivative principles. We show them for the additive spaces of the Hermitian, Hermitian antisymmetric, Hermitian anti-self-dual, and complex rectangular matrices as well as for the two multiplicative matrix spaces of the positive definite Hermitian matrices and of the unitary matrices. In all six cases we prove the uniqueness of the derivative principles.

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