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Sunday, October 25, 2015

Gaussian orthogonal ensemble

I am currently reading Mehta's book on random matrices (the first edition because it is thinner than the third). I plan to write some blog posts while studying this book. In chapter 2, Metha defines the Gaussian orthogonal ensemble. This is the set of symmetric n×n matrices H with probability density ijdHij exp(a tr(H2)+b trH+c)
with a,b and c constants. It can be calculated that this density function is invariant under transformations HRHRT
with R an orthogonal matrix.

 This is completely equivalent with the vector case. In the vector case the probability density is idxi exp(a ix2i+c)
This density is invariant under rotations xRx


One can see that (4) is the vector representation of the orthogonal group and (2) is the representation on symmetric matrices. Because symmetric matrices do not form an irreducible representation of the orthogonal group - I can namely subtract the trace - I wonder at this point if one also studies something like ''Gaussian orthogonal ensemble on traceless symmetric matrices''.

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