Probability Seminar——Singular value statistics for the spiked elliptic Ginibre ensemble
主 题: Probability Seminar——Singular value statistics for the spiked elliptic Ginibre ensemble
报告人: Prof. Dangzheng Liu (University of Science and Technology of China)
时 间: 2018-05-28 15:00-16:00
地 点: Room 1418, Sciences Building No. 1
Abstract: The complex elliptic Ginibre ensemble is a random matrix model interpolating between the Gaussian unitary ensemble and the Ginibre ensemble. Its eigenvalues form a determinantal point process in the complex plane, however, until recently its singular values had been proved to build a Pfaffian point process (Kanazawa and Kieburg, arXiv:1804.03985). In this talk we consider an extended interpolating ensemble with singular values changing from the elliptic ensemble to the spiked Wishart ensemble. We prove that the singular values still build a Pfaffian point process and further derive a double contour integral for the correlation kernel. (This is based on joint work with Yanhui Wang, Henan University.)
