On the Cartan decomposition for classical random matrix ensembles

<jats:p> We complete Dyson’s dream by cementing the links between symmetric spaces and classical random matrix ensembles. Previous work has focused on a one-to-one correspondence between symmetric spaces and many but not all of the classical random matrix ensembles. This work shows that we can...

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Bibliographic Details
Main Authors: Edelman, Alan, Jeong, Sungwoo
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:English
Published: AIP Publishing 2022
Online Access:https://hdl.handle.net/1721.1/145495