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

DOI10.1214/ECP.V20-4252zbMATH Open1329.47038arXiv1504.06904MaRDI QIDQ894494FDOQ894494

Authors: Khanh Duy Trinh, Tomoyuki Shirai 

Publication date: 1 December 2015

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

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.

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

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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)

Cited In (25)

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

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