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(English)Manuscript (preprint) (Other academic)
Abstract [en]
A number of models from mathematics, physics, probability theory and statistics can be described in terms of Wishart matrices and their eigenvalues. The most prominent example being the Laguerre ensembles of the spectrum of Wishart matrix. We aim to express extreme points of the joint eigenvalue probability densitydistribution of a Wishart matrix using optimisation techniques for the Vandermondedeterminant over certain surfaces implicitly defined by univariate polynomials.
Keywords
Vandermonde determinant · Orthogonal Ensembles, Gaussian Ensembles, Wishart Ensembles, Eigenvalue Density optimization
National Category
Probability Theory and Statistics Mathematical Analysis
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-44568 (URN)
2019-06-242019-06-242019-10-12Bibliographically approved