标题： 采样酉不变系综 显示英文标题

标题： Sampling unitary invariant ensembles

摘要： 我们开发了一种从酉不变随机矩阵系综中采样的算法。 该算法基于其特征值作为确定性点过程的表示，其核是用正交多项式表示的。 使用此算法，可以通过蒙特卡洛模拟计算出通过分析已知的统计量以外的统计量。 在模拟中观察到了意想不到的现象。 显示英文摘要

摘要： We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal polynomials. Using this algorithm, statistics beyond those known through analysis are calculable through Monte Carlo simulation. Unexpected phenomena are observed in the simulations.