Cubature Rules for Unitary Jacobi Ensembles
Journal Article
(2020)
Research Group
Applied Probability
DOI related publication
https://doi.org/10.1007/s00365-020-09514-1
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https://resolver.tudelft.nl/uuid:7819797d-9a25-471b-8e68-9b0f290972d0
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Publication Year
2020
Language
English
Research Group
Applied Probability
Issue number
1
Volume number
54
Pages (from-to)
145-156
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.
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