Invariant \beta-ensembles and the Gauss-Wigner crossover
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Publication:6233031
Abstract: We define a new diffusive matrix model converging towards the -Dyson Brownian motion for all that provides an explicit construction of -ensembles of random matrices that is invariant under the orthogonal/unitary group. For small values of , our process allows one to interpolate smoothly between the Gaussian distribution and the Wigner semi-circle. The interpolating limit distributions form a one parameter family that can be explicitly computed. This also allows us to compute the finite-size corrections to the semi-circle.
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