Matrix models for beta ensembles
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Publication:4832827
DOI10.1063/1.1507823zbMath1060.82020arXivmath-ph/0206043OpenAlexW3100869531WikidataQ57311534 ScholiaQ57311534MaRDI QIDQ4832827
Publication date: 14 December 2004
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math-ph/0206043
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Quantum equilibrium statistical mechanics (general) (82B10)
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Cites Work
- The smallest eigenvalue of a large dimensional Wishart matrix
- The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
- The Calogero-Sutherland model and generalized classical polynomials
- The Selberg-Jack symmetric functions
- Correlation functions, cluster functions, and spacing distributions for random matrices
- Some combinatorial properties of Jack symmetric functions
- On the distribution of the largest eigenvalue in principal components analysis
- Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
- Probability density of the determinant of a random Hermitian matrix
- Riemannian symmetric superspaces and their origin in random-matrix theory
- The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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