Cubature rules for unitary Jacobi ensembles
arXiv:2305.01289 · doi:10.1007/s00365-020-09514-1
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.
arXiv comment10 pages, 1 table
References in corpus (8)
- Products and Ratios of Characteristic Polynomials of Random Hermitian Matrices
- Orthogonal polynomials of several variables
- Gaussian cubature arising from hybrid characters of simple Lie groups
- Cubature formulas of multivariate polynomials arising from symmetric orbit functions
- Discrete transforms and orthogonal polynomials of (anti)symmetric multivariate cosine functions
- Discrete Fourier transform associated with generalized Schur polynomials
- Exact cubature rules for symmetric functions
- Quadrature rules from finite orthogonality relations for Bernstein-Szego polynomials