Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models

DOI10.1063/1.2200144zbMath1112.82021arXivmath-ph/0510043OpenAlexW2062116176MaRDI QIDQ3441926

Ioana Dumitriu, Alan Edelman

Publication date: 16 May 2007

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0510043

Mathematics Subject Classification ID

Gaussian processes (60G15) Eigenvalues, singular values, and eigenvectors (15A18) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52) Applications of hypergeometric functions (33C90)

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