Moments of the eigenvalue densities and of the secular coefficients of -ensembles
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Moments of the eigenvalue densities and of the secular coefficients of \(\beta\)-ensembles
Moments of the eigenvalue densities and of the secular coefficients of \(\beta\)-ensembles
Abstract: We compute explicit formulae for the moments of the densities of the eigenvalues of the classical -ensembles for finite matrix dimension as well as the expectation values of the coefficients of the characteristic polynomials. In particular, the moments are linear combinations of averages of Jack polynomials, whose coefficients are related to specific examples of Jack characters.
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Cited in
(24)- An arithmetic property of moments of the \(\beta\)-Hermite ensemble and certain map enumerators
- On the moments of the partition function of the C E field
- Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble
- Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble
- Talagrand inequality for the semicircular law and energy of the eigenvalues of beta ensembles
- Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
- Finiteness of inverse moments of (m,n,β)-Laguerre matrices
- Spectral statistics of the uni-modular ensemble
- Large N expansions for the Laguerre and Jacobi -ensembles from the loop equations
- Relations between moments for the Jacobi and Cauchy random matrix ensembles
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- Linear differential equations for the resolvents of the classical matrix ensembles
- High-low temperature dualities for the classical \(\beta \)-ensembles
- Symmetric function theory and unitary invariant ensembles
- Schur expansion of random-matrix reproducing kernels
- Test set sizing via random matrix theory
- Secular coefficients and the holomorphic multiplicative chaos
- -ensembles and higher genera Catalan numbers
- Extreme eigenvalues of random matrices from Jacobi ensembles
- On the superintegrability of the Gaussian ensemble and its (q, t) generalisation
- Improved concentration of Laguerre and Jacobi ensembles
- Integrability enabled computations relating to the fixed trace Laguerre ensemble
- q-deformed Gaussian unitary ensemble: spectral moments and genus-type expansions
- q-deformation of the Marchenko-Pastur law
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