This article is cited in 3 papers

Research Papers

The Krein differential system and integral operators of random matrix theory

L. Sakhnovich


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.

Received: 26.01.2009

Language: English

 English version: St. Petersburg Mathematical Journal, 2011, 22:5, 835–846

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