A matrix model for the β-Jacobi ensemble

DOI10.1063/1.1604184MaRDI QIDQ4833148zbMATH OpenOpenAlexFDO

Authors Ross A. Lippert

Publication date 14 December 2004

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

Full work available at URL https://doi.org/10.1063/1.1604184

Mathematics Subject Classification ID

Multivariate analysis (62H99) Analysis of variance and covariance (ANOVA) (62J10) Random matrices (algebraic aspects) (15B52)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• Log-gases, random matrices and the Fisher-Hartwig conjecture

Cited in

(15)

• Limit theorems for Jacobi ensembles with large parameters
• Test set sizing via random matrix theory
• Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble
• Fast sampling from \(\beta \)-ensembles
• The beta-MANOVA ensemble with general covariance
• Extreme eigenvalues of random matrices from Jacobi ensembles
• A variance formula related to a quantum conductance problem
• Matrix models for beta ensembles
• Eigenvalue distributions of beta-Wishart matrices
• Universal cutoff for Dyson Ornstein Uhlenbeck process
• Limit theorems for beta-Jacobi ensembles
• Moments of the eigenvalue densities and of the secular coefficients of \(\beta\)-ensembles
• The beta-Wishart ensemble
• The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems
• Smallest eigenvalue distributions for two classes of {\(\beta\)}-Jacobi ensembles

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