Matrix models for beta ensembles
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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.
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(only showing first 100 items - show all)- Hermitian and non-Hermitian perturbations of chiral Gaussian β-ensembles
- Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles
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