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Laguerre unitary ensemble (Δ(x)2∏i​xia​e−xi​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Random matrix Complex Wishart matrix
2026-10-07  0 By others on same topic  0 Discussions Create my own version
The Laguerre unitary ensemble is the positive-eigenvalue ensemble with joint density proportional to ∏i<j​(xj​−xi​)2∏i​xia​e−xi​, for a>−1. Integer a=n−m≥0 is realized by a complex Wishart matrix. The Laguerre projection kernel expresses its correlation functions of a point process as determinants.

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