Cubature rules for unitary Jacobi ensembles

05/02/2023

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by   Jan Felipe van Diejen, et al.

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We present Chebyshev type cubature rules for the exact integration of rational symmetric functions with poles on prescribed coordinate hyperplanes. Here the integration is with respect to the densities of unitary Jacobi ensembles stemming from the Haar measures of the orthogonal and the compact symplectic Lie groups.