Cubature Rules for Unitary Jacobi Ensembles

Journal article (2020)

Authors

J.F. van Diejen University of Talca
E. Emsiz Applied Probability - EEMCS
Research Group
Applied Probability (EEMCS) (TU Delft)
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Published Date

2020

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Applied Probability

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.

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