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Licensed Unlicensed Requires Authentication Published by De Gruyter October 14, 2015

Singular values and evenness symmetry in random matrix theory

Folkmar Bornemann and Peter J. Forrester
From the journal Forum Mathematicum

Abstract

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two independent eigenvalue sequences distributed according to particular matrix ensembles with chiral unitary symmetry. We give decompositions of the distribution of singular values, and the decimation of the singular values – whereby only even, or odd, labels are observed – for real symmetric random matrices with an orthogonal symmetry, and even weight. This requires further specifying the functional form of the weight to one of three types – Gauss, symmetric Jacobi or Cauchy. Inter-relations between gap probabilities with orthogonal and unitary symmetry follow as a corollary. The Gauss case has appeared in a recent work of Bornemann and La Croix. The Cauchy case, when appropriately specialised and upon stereographic projection, gives decompositions for the analogue of the singular values for the circular unitary and circular orthogonal ensembles.

MSC 2010: 15B52; 60K35

Communicated by Jörg Brüdern


Funding source: Deutsche Forschungsgemeinschaft

Award Identifier / Grant number: TRR 109

Funding source: Australian Research Council

Award Identifier / Grant number: DP140102613

Funding statement: The work of FB was supported by the DFG-Collaborative Research Center, TRR 109, “Discretization in Geometry and Dynamics”. The work of PJF was supported by the Australian Research Council through the grant DP140102613.

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Received: 2015-3-25
Published Online: 2015-10-14
Published in Print: 2016-9-1

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