Cubature Rules for Unitary Jacobi Ensembles

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Cubature Rules for Unitary Jacobi Ensembles

Journal Article (2020)

Author(s)

Jan Felipe van Diejen (University of Talca)

E. Emsiz (TU Delft - Electrical Engineering, Mathematics and Computer Science)

Research Group

Applied Probability

Cubature rules Haar measures Random matrices Compact Lie groups

DOI related publication

https://doi.org/10.1007/s00365-020-09514-1 Final published version

To reference this document use

https://resolver.tudelft.nl/uuid:7819797d-9a25-471b-8e68-9b0f290972d0

More Info

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Publication Year

2020

Language

English

Research Group

Applied Probability

Issue number

1

Volume number

54

Pages (from-to)

145-156

Downloads counter

122

Abstract

We present Chebyshev type cubature rules for the exact integration of rational symmetric functions with poles on prescribed coordinate hyperplanes. Here the integration is with respect to the densities of unitary Jacobi ensembles stemming from the Haar measures of the orthogonal and the compact symplectic Lie groups.