The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles

DOI10.1214/ECP.V20-4252MaRDI QIDQ894494zbMATHFDO

Authors Khanh Duy Trinh, Tomoyuki Shirai

Publication date 1 December 2015

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.06904

zbMATH Keywords

spectral measureself-convolutive recurrenceGaussian beta ensemblerandom Jacobi matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Moment problems (44A60) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36) Random linear operators (47B80)

Abstract: An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$$E) matrices as the matrix size $N$ tends to infinity with the constraint that $$ is a constant.

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Cited in

(25)

• Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
• On spectral measures of random Jacobi matrices
• Poisson statistics at the edge of Gaussian \(\beta\)-ensemble at high temperature
• Relations between moments for the Jacobi and Cauchy random matrix ensembles
• A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E
• Beta Laguerre ensembles in global regime
• Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics
• Poisson statistics for beta ensembles on the real line at high temperature
• Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices
• Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
• Beta Laguerre processes in a high temperature regime
• Some multivariate master polynomials for permutations, set partitions, and perfect matchings, and their continued fractions
• On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice
• Poisson statistics for matrix ensembles at large temperature
• Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, circular \(\beta\)-ensemble and double confluent Heun equation
• The high temperature crossover for general 2D Coulomb gases
• Beta Jacobi ensembles and associated Jacobi polynomials
• Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach
• On random polynomials generated by a symmetric three-term recurrence relation
• Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes
• Generalized Gibbs ensembles of the classical Toda chain
• Statistical mechanics of interpolation nodes, pluripotential theory and complex geometry
• High-low temperature dualities for the classical \(\beta \)-ensembles
• Matrix addition and the Dunkl transform at high temperature
• The classical β-ensembles with β proportional to 1/N: From loop equations to Dyson’s disordered chain

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