The beta-Wishart ensemble

DOI10.1063/1.4818304zbMath1286.15044arXiv1305.3561OpenAlexW2089106933MaRDI QIDQ5407650

Alexander Dubbs, Plamen Koev, Alan Edelman, Praveen S. Venkataramana

Publication date: 7 April 2014

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

Full work available at URL: https://arxiv.org/abs/1305.3561

zbMATH Keywords

algorithmLaplace-Beltrami operatorrandom matrixeigenfunctionjoint eigenvalue densityJack polynomial\({\beta}\)-Wishart ensemblebroken arrow matrixextreme eigenvalue distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (9)

Eigenvalue distributions of beta-Wishart matrices ⋮ Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues ⋮ Eigenfunction statistics of Wishart Brownian ensembles ⋮ Limits for circular Jacobi beta-ensembles ⋮ Phase transitions for products of characteristic polynomials under Dyson Brownian motion ⋮ Densities of the extreme eigenvalues of Beta–MANOVA matrices ⋮ Classical integrability for beta-ensembles and general Fokker-Planck equations ⋮ The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix ⋮ Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models

Uses Software

• RMTool

Cites Work

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• The Calogero-Sutherland model and generalized classical polynomials
• Some combinatorial properties of Jack symmetric functions
• MOPS: multivariate orthogonal polynomials (symbolically)
• Exact results and universal asymptotics in the Laguerre random matrix ensemble
• Bayesian multivariate normal analysis with a wishart prior
• Matrix models for beta ensembles
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
• The Distribution of the Latent Roots of the Covariance Matrix
• Updating the singular value decomposition

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