A Generalization of Random Matrix Ensemble I: General Theory

Details A Generalization of Random Matrix Ensemble I: General Theory A Generalization of Random Matrix Ensemble I: General Theory

2005-02-06

arxiv.org/abs/math-ph/0502020v1

Physics

Mathematical Physics

15 pages

Scientific paper

We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the density functions for all classical ensembles and various kinds of new ensembles. An integration formula associated with the generalized ensemble is also given. We also give a classification scheme of the generalized ensembles, which will include all classical ensembles and some new ensembles which were not considered before.

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