title: Random matrix ensembles involving Gaussian Wigner and Wishart matrices, and biorthogonal structure.
abstract: We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the eigenvalue densities for these ensembles. In all cases the joint eigenvalue density exhibits a biorthogonal structure. A determinantal representation, based on a generalization of Andréief's integration formula, is used to compactly express the r-point correlation function of eigenvalues. This representation circumvents the complications encountered in the usual approaches, and the answer is obtained immediately by examining the joint density of eigenvalues. We validate our analytical results using Monte Carlo simulations.
authors.affiliation: Department of Physics, Shiv Nadar University, Gautam Buddha Nagar, Uttar Pradesh 201314, India.
authors.forename: Santosh
authors.initials: S
authors.lastname: Kumar
mesh_terms: D003198:Computer Simulation; D008962:Models, Theoretical; D009010:Monte Carlo Method