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)

Related Items

High–low temperature dualities for the classical β-ensembles, On spectral measures of random Jacobi matrices, Gaussian fluctuations of Young diagrams and structure constants of Jack characters, A unified fluctuation formula for one-cutβ-ensembles of random matrices, Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics, Sturm sequences and random eigenvalue distributions, On fluctuations for random band Toeplitz matrices, Moments of the Gaussian β ensembles and the large-N expansion of the densities, Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles, Stochastic Airy semigroup through tridiagonal matrices, Matrix addition and the Dunkl transform at high temperature, Limit theorems for beta-Jacobi ensembles, Tau-function theory of chaotic quantum transport with \(\beta = 1, 2, 4\), Tridiagonal random matrix: Gaussian fluctuations and deviations, Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles, Moments of the eigenvalue densities and of the secular coefficients ofβ-ensembles, Finite free cumulants: Multiplicative convolutions, genus expansion and infinitesimal distributions, A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E, Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles, Unified limits and large deviation principles for \(\beta\)-Laguerre ensembles in global regime, Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes, Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices, Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles, Approximation of rectangular beta-Laguerre ensembles and large deviations, Missing levels in intermediate spectra, Large N expansions for the Laguerre and Jacobi β-ensembles from the loop equations, On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation, Large deviations for Ablowitz-Ladik lattice, and the Schur flow, Quantitative CLT for linear eigenvalue statistics of Wigner matrices, Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices, \(\beta\)-ensembles and higher genera Catalan numbers, A review of exact results for fluctuation formulas in random matrix theory, A variance formula related to a quantum conductance problem, Global fluctuations in general \(\beta \) Dyson's Brownian motion, Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices, Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles, Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates, Limit theorems for biorthogonal ensembles and related combinatorial identities, Limits for circular Jacobi beta-ensembles, GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES, Fluctuations of eigenvalues and second order Poincaré inequalities, Loop equation analysis of the circular \(\beta\) ensembles, Sparse regular random graphs: spectral density and eigenvectors, Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble, On the second-order correlation of characteristic polynomials of Hermite \(\beta \) ensembles, Beta Laguerre processes in a high temperature regime, Free probability of type B and asymptotics of finite-rank perturbations of random matrices, Beta Laguerre ensembles in global regime, Non‐crossing annular pairings and the infinitesimal distribution of the<scp>goe</scp>, Spectral fluctuations for Schrödinger operators with a random decaying potential, Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach, The classical β-ensembles with β proportional to 1/N: From loop equations to Dyson’s disordered chain, Loop equations and topological recursion for the arbitrary-\(\beta\) two-matrix model, Moments of the transmission eigenvalues, proper delay times and random matrix theory II, On fluctuations of eigenvalues of random permutation matrices, Linear differential equations for the resolvents of the classical matrix ensembles, On Cramér-von Mises statistic for the spectral distribution of random matrices

Cites Work

• Unnamed Item
• Unnamed Item
• Characteristic vectors of bordered matrices with infinite dimensions
• On the distribution of the roots of certain symmetric matrices
• Some limit theorems for the eigenvalues of a sample covariance matrix
• A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
• Fredholm determinants, differential equations and matrix models
• The Calogero-Sutherland model and generalized classical polynomials
• Large deviations for Wigner's law and Voiculescu's non-commutative entropy
• Global fluctuation formulas and universal correlations for random matrices and log-gas systems at infinite density
• On the statistical mechanics approach in the random matrix theory: Integrated density of states.
• Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
• Large deviations asymptotics for spherical integrals
• Correlation functions, cluster functions, and spacing distributions for random matrices
• Some combinatorial properties of Jack symmetric functions
• Shape fluctuations and random matrices
• On fluctuations of eigenvalues of random Hermitian matrices.
• Eigenvalues of Hermite and Laguerre ensembles: large beta asymptotics
• On the Eigenvalues of Random Matrices
• Matrix models for beta ensembles
• The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
• Fluctations of the empirical law of large random matrices