Sturm sequences and random eigenvalue distributions

DOI10.1007/S10208-008-9037-XMaRDI QIDQ839658zbMATH OpenOpenAlexFDO

Authors James T. Albrecht, Cy P. Chan, Alan Edelman

Publication date 2 September 2009

Published in Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10208-008-9037-x

zbMATH Keywords

algorithmrandom matricessymmetric tridiagonal matricesSturm sequences\(\beta\)-Hermite random matrix ensembleseigenvalue histogramminghistogram variancelargest eigenvalue distributionlevel densitiesshooting eigenvectorsWigner semicircle

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• scientific article; zbMATH DE number 51346 (Why is no real title available?)
• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
• scientific article; zbMATH DE number 824933 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Eigenvalues and Condition Numbers of Random Matrices
• From random matrices to stochastic operators
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• Hermite and Laguerre -ensembles: asymptotic corrections to the eigenvalue density
• MOPS: multivariate orthogonal polynomials (symbolically)
• Matrix models for beta ensembles
• On fluctuations of eigenvalues of random Hermitian matrices.
• On the distribution of the roots of certain symmetric matrices
• Random matrix theory
• The Calogero-Sutherland model and generalized classical polynomials

Cited in

(5)

• Almost eigenvalues and eigenvectors of almost Mathieu operators
• An edge CLT for the log determinant of Wigner ensembles
• Tridiagonal realization of the antisymmetric Gaussian \(\beta\)-ensemble
• Low-temperature random matrix theory at the soft edge
• Unimodular eigenvalues, uniformly distributed sequences and linear dynamics

Describes a project that uses

Uses Software

• MOPS

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