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Extreme points of the Vandermonde determinant on surfaces implicitly determined by a univariate polynomial

TitleExtreme points of the Vandermonde determinant on surfaces implicitly determined by a univariate polynomial
Publication TypeJournal Article
Year of Publication2020
AuthorsMuhumuza, AKeikara, Lundengård, K, Österberg, J, Silvestrov, S, Mango, JMagero
Date PublishedJune 2020
Abstract

A number of models from mathematics, physics, probability theory and statistics can be described in terms of Wishart matrices and their eigenvalues. The most prominent example being the Laguerre ensembles of the spectrum of Wishart matrix. We aim to express extreme points of the joint eigenvalue probability density distribution of a Wishart matrix using optimisation techniques for the Vandermonde determinant over certain surfaces implicitly defined by univariate polynomials.

URLhttps://www.researchgate.net/publication/342288002_Optimization_of_the_Wishart_Joint_Eigenvalue_Probability_Density_Distribution_Based_on_the_Vandermonde_Determinant
DOI10.1007/978-3-030-41850-2_34