具有固定参数的Laguerre过程的缠绕特性

IF 1.3 3区 物理与天体物理 Q3 PHYSICS, MATHEMATICAL
Alexander I. Bufetov, Yosuke Kawamoto
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引用次数: 0

摘要

我们研究了参数\(\alpha \)在不同维度上的拉盖尔过程的交织。我们引入了一个依赖于\(\alpha \)的Feller核,它将\(N+1\)维和N维的\(\alpha \) -Laguerre过程交织在一起。当\(\alpha \)为非负整数时,用奇异值平方的条件分布来解释新核:如果阶为\((N+\alpha +1) \times (N+1)\)的酉不变随机矩阵的奇异值是固定的,则其\((N+\alpha ) \times N \)截断矩阵的奇异值由新核给出。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Intertwining Property for Laguerre Processes with a Fixed Parameter

We investigate the intertwining of Laguerre processes of parameter \(\alpha \) in different dimensions. We introduce a Feller kernel that depends on \(\alpha \) and intertwines the \(\alpha \)-Laguerre process in \(N+1\) dimensions and that in N dimensions. When \(\alpha \) is a non-negative integer, the new kernel is interpreted in terms of the conditional distribution of the squared singular values: if the singular values of a unitarily invariant random matrix of order \((N+\alpha +1) \times (N+1)\) are fixed, then the those of its \((N+\alpha ) \times N \) truncation matrix are given by the new kernel.

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来源期刊
Journal of Statistical Physics
Journal of Statistical Physics 物理-物理:数学物理
CiteScore
3.10
自引率
12.50%
发文量
152
审稿时长
3-6 weeks
期刊介绍: The Journal of Statistical Physics publishes original and invited review papers in all areas of statistical physics as well as in related fields concerned with collective phenomena in physical systems.
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