The beta-Wishart ensemble

DOI10.1063/1.4818304MaRDI QIDQ5407650zbMATH OpenOpenAlexFDO

Authors Alexander Dubbs, Alan Edelman, Plamen Koev, Praveen S. Venkataramana

Publication date 7 April 2014

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

Full work available at URL https://arxiv.org/abs/1305.3561, http://hdl.handle.net/1721.1/92863

zbMATH Keywords

random matrixalgorithmeigenfunctionLaplace-Beltrami operatorjoint eigenvalue densityJack polynomial\({\beta}\)-Wishart ensemblebroken arrow matrixextreme eigenvalue distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: This paper proves a matrix model for the Wishart Ensemble with general covariance and general dimension parameter beta. In so doing, we introduce a new and elegant definition of Jack polynomials.

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Cited in

(13)

• Weak chaos and mixed dynamics in the string S-matrix
• Densities of the extreme eigenvalues of Beta-MANOVA matrices
• Classical integrability for beta-ensembles and general Fokker-Planck equations
• Algorithm for the product of Jack polynomials and its application to the sphericity test
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
• Phase transitions for products of characteristic polynomials under Dyson Brownian motion
• Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
• The beta-MANOVA ensemble with general covariance
• Eigenvalue distributions of beta-Wishart matrices
• The densities and distributions of the largest eigenvalue and the trace of a beta-Wishart matrix
• Limits for circular Jacobi beta-ensembles
• scientific article; zbMATH DE number 5657663 (Why is no real title available?)
• Eigenfunction statistics of Wishart Brownian ensembles

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