Checinski, Tomasz: Integrability in Random Two-Matrix Models under Finite-Rank Perturbations. 2019
Inhalt
- Introduction
- Applications
- External Parameters in Matrix Models
- Eigenvalue Representation and Solvable Group Integrals
- Sum of Two Independent Wishart Matrices
- Product of Two Coupled Wishart Matrices
- Determinantal Point Processes
- Determinantal Correlation Functions
- Biorthogonal Ensembles
- Classes of Biorthogonal Ensembles
- Modified Heine Formula
- Biorthogonal Two-Matrix Ensembles
- Spectral Statistics
- Summary and Outlook
- Bibliography