Cubature Rules for Unitary Jacobi Ensembles

van Diejen J.F.; Emsiz E.

Keywords: Compact Lie groups; Cubature rules; Haar measures; Random matrices

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.

Más información

Título según WOS: Cubature Rules for Unitary Jacobi Ensembles
Título según SCOPUS: Cubature Rules for Unitary Jacobi Ensembles
Título de la Revista: Constructive Approximation
Volumen: 54
Número: 1
Editorial: Springer
Fecha de publicación: 2021
Página final: 156
Idioma: English
DOI:

10.1007/s00365-020-09514-1

Notas: ISI, SCOPUS