On some Gaussian ensembles of Hermitian matrices

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, , Citation M L Mehta and A Pandey 1983 J. Phys. A: Math. Gen. 16 2655 DOI 10.1088/0305-4470/16/12/014

0305-4470/16/12/2655

Abstract

A Gaussian ensemble of Hermitian matrices with an arbitrary ratio of their symmetric and anti-symmetric parts is studied. Similarly a Gaussian ensemble of Hermitian quaternion matrices with an arbitrary ratio of their self-dual and anti-self-dual parts is studied. Analytical expressions for the correlation and cluster functions as well as their limits when the order of the matrices is large, are derived for both ensembles.

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10.1088/0305-4470/16/12/014