Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done fully, using Stieltjes-Wigert orthogonal polynomials, for t...
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| Main Authors: | , |
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| Format: | article |
| Language: | EN |
| Published: |
Elsevier
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/6a181fa0640c4ca6ab092525f9fbbe10 |
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