Matrix models for beta ensembles

DOI10.1063/1.1507823MaRDI QIDQ4832827zbMATH OpenOpenAlexWikidataFDO

Authors Ioana Dumitriu, Alan Edelman

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

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Quantum equilibrium statistical mechanics (general) (82B10) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: This paper constructs tridiagonal random matrix models for general ($$) $$-Hermite (Gaussian) and $$-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and Wishart models for $$. Furthermore, in the cases of the $$-Laguerre ensembles, we eliminate the exponent quantization present in the previously known models. We further discuss applications for the new matrix models, and present some open problems.

Recommendations

• A matrix model for the β-Jacobi ensemble
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• Eigenvalues of Hermite and Laguerre ensembles: large beta asymptotics
• On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice
• Random block matrices and matrix orthogonal polynomials

Cites work

• Correlation functions, cluster functions, and spacing distributions for random matrices
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
• On the distribution of the largest eigenvalue in principal components analysis
• Probability density of the determinant of a random Hermitian matrix
• Riemannian symmetric superspaces and their origin in random-matrix theory
• Some combinatorial properties of Jack symmetric functions
• The Calogero-Sutherland model and generalized classical polynomials
• The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
• The Selberg-Jack symmetric functions
• The smallest eigenvalue of a large dimensional Wishart matrix
• The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics

Cited in

(only showing first 100 items - show all)

• Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles
• General tridiagonal random matrix models, limiting distributions and fluctuations
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
• Poisson brackets of orthogonal polynomials
• Circular \(\beta \) ensembles, CMV representation, characteristic polynomials
• Laguerre ensemble and integrable systems
• A pseudo-Hermitian \(\beta\)-Hermite family of matrices
• Large deviations and sum rules for spectral theory: a pedagogical approach
• On spectral measures of random Jacobi matrices
• Formulas for generalized two-qubit separability probabilities
• Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics
• Master Lovas-Andai and equivalent formulas verifying the \(\frac{8}{33}\) two-qubit Hilbert-Schmidt separability probability and companion rational-valued conjectures
• Stochastic Airy semigroup through tridiagonal matrices
• Local microscopic behavior for 2D Coulomb gases
• Heuristic relative entropy principles with complex measures: large-degree asymptotics of a family of multi-variate normal random polynomials
• Hankel determinants of random moment sequences
• An arithmetic property of moments of the \(\beta\)-Hermite ensemble and certain map enumerators
• Complete random matrix classification of SYK models with \( \mathcal{N} = 0, 1\) and 2 supersymmetry
• Optimal soft edge scaling variables for the Gaussian and Laguerre even \(\beta\) ensembles
• Mod-Gaussian convergence for random determinants
• Sum rules and large deviations for spectral matrix measures
• Central limit theorems for multivariate Bessel processes in the freezing regime
• Rigidity of the \(\operatorname{Sine} _{\beta }\) process
• Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms
• Universality in random moment problems
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
• Interpretations of some parameter dependent generalizations of classical matrix ensembles
• On statistical models on super trees
• Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
• Edge scaling of the \(\beta\)-Jacobi ensemble
• The moment convergence rates for largest eigenvalues of ensembles
• Spherical ensembles
• On \(\beta\)-matrix models with singular potential
• Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble
• Limit theorems for multivariate Bessel processes in the freezing regime
• The lemniscate tree of a random polynomial
• On the convergence of random tridiagonal matrices to stochastic semigroups
• Fast sampling from \(\beta \)-ensembles
• Beta Laguerre processes in a high temperature regime
• Non-intersecting Brownian bridges in the flat-to-flat geometry
• Macdonald-level extension of beta ensembles and large-\(N\) limit transition
• Some martingales associated with multivariate Bessel processes
• Lower deviations in \(\beta \)-ensembles and law of iterated logarithm in last passage percolation
• Poisson statistics for Gibbs measures at high temperature
• Beta Laguerre ensembles in global regime
• Spectral fluctuations for Schrödinger operators with a random decaying potential
• Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime
• Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
• Isomorphisms of -Dyson's Brownian motion with Brownian local time
• Priors leading to well-behaved Coulomb and Riesz gases versus zeroth-order phase transitions -- a potential-theoretic characterization
• Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution
• Freezing limits for beta-Cauchy ensembles
• Spacing statistics of energy spectra: random matrices, black hole thermalization, and echoes
• Discrete integrable systems and random Lax matrices
• The stochastic Airy operator at large temperature
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
• Superintegrability summary
• Optimal local law and central limit theorem for -ensembles
• Finite free convolutions of polynomials
• The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime
• Large deviations for Gibbs ensembles of the classical Toda chain
• From superintegrability to tridiagonal representation of -ensembles
• Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
• Fluctuations of \(\beta\)-Jacobi product processes
• Approaching word length distribution via level spectra
• Cointegration in large VARs
• Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles
• Zeros of generalized Hermite polynomials and ensemble of Gaussian random matrices
• Poisson statistics for beta ensembles on the real line at high temperature
• Extreme value statistics of correlated random variables: a pedagogical review
• Generalized Gibbs ensembles of the classical Toda chain
• CLT for circular beta-ensembles at high temperature
• Beta Jacobi ensembles and associated Jacobi polynomials
• Semigroups for one-dimensional Schrödinger operators with multiplicative Gaussian noise
• Delocalization transition for critical Erdős-Rényi graphs
• Universality of the stochastic Bessel operator
• Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
• Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach
• The high temperature crossover for general 2D Coulomb gases
• Central limit theorems for multivariate Bessel processes in the freezing regime. II. The covariance matrices
• Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
• On computing Schur functions and series thereof
• Loop equations and topological recursion for the arbitrary-\(\beta\) two-matrix model
• The \(\mathrm{Sine}_{\beta}\) operator
• Rank one non-Hermitian perturbations of Hermitian \(\beta \)-ensembles of random matrices
• Local density for two-dimensional one-component plasma
• Tridiagonal random matrix: Gaussian fluctuations and deviations
• Point processes, hole events, and large deviations: random complex zeros and Coulomb gases
• Matrix measures, random moments, and Gaussian ensembles
• The local relaxation flow approach to universality of the local statistics for random matrices
• Universality of general \(\beta\)-ensembles
• Random matrix theory in statistics: a review
• The logarithmic law of random determinant
• A random matrix decimation procedure relating \(\beta = 2/( r + 1)\) to \(\beta = 2( r + 1)\)
• A result on precise asymptotics for largest eigenvalues of ensembles
• Painlevé representation of Tracy-Widom_ distribution for =6
• Planckian axions in string theory
• From random matrices to stochastic operators
• The Gorin-Shkolnikov identity and its random tree generalization
• Random matrix model for eigenvalue statistics in random spin systems

This page was built for publication: Matrix models for beta ensembles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4832827)