Abstract:
Earlier, the Krein differential system has been studied under certain regularity conditions. In this paper, some cases are treated where these conditions are not fulfilled. Examples related to the random matrix theory are studied.
Keywords:
spectral function, scattering function, random matrix theory, triangular factorization.
Citation:
L. Sakhnovich, “The Krein differential system and integral operators of random matrix theory”, Algebra i Analiz, 22:5 (2010), 186–199; St. Petersburg Math. J., 22:5 (2011), 835–846
\Bibitem{Sak10}
\by L.~Sakhnovich
\paper The Krein differential system and integral operators of random matrix theory
\jour Algebra i Analiz
\yr 2010
\vol 22
\issue 5
\pages 186--199
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\transl
\jour St. Petersburg Math. J.
\yr 2011
\vol 22
\issue 5
\pages 835--846
\crossref{https://doi.org/10.1090/S1061-0022-2011-01171-9}
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Linking options:
https://www.mathnet.ru/eng/aa1210
https://www.mathnet.ru/eng/aa/v22/i5/p186
This publication is cited in the following 3 articles:
Damir Z. Arov, Harry Dym, Operator Theory, 2015, 753
DamirZ. Arov, Harry Dym, Operator Theory, 2015, 1
Damir Z. Arov, Harry Dym, Operator Theory, 2014, 1