Matrix models for beta ensembles
作者： Ioana Dumitriu , Alan Edelman
DOI: 10.1063/1.1507823
关键词: Matrix function 、 Nonnegative matrix 、 Mathematics 、 Symmetric matrix 、 Statistical physics 、 Random matrix 、 Tridiagonal matrix 、 Pascal matrix 、 Pure mathematics 、 Matrix splitting 、 Wishart distribution
摘要: This paper constructs tridiagonal random matrix models for general (β>0) β-Hermite (Gaussian) and β-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian Wishart β=1,2,4. Furthermore, in cases of ensembles, we eliminate exponent quantization present previously known models. We further discuss applications new models, some open problems.
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