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2015 The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles
Khanh Trinh Duy, Tomoyuki Shirai
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Electron. Commun. Probab. 20(none): 1-13 (2015). DOI: 10.1214/ECP.v20-4252

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$\beta$E) matrices as the matrix size $N$ tends to infinity with the constraint that $N \beta $ is a constant.

Citation

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Khanh Trinh Duy. Tomoyuki Shirai. "The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles." Electron. Commun. Probab. 20 1 - 13, 2015. https://doi.org/10.1214/ECP.v20-4252

Information

Accepted: 26 September 2015; Published: 2015
First available in Project Euclid: 7 June 2016

zbMATH: 1329.47038
MathSciNet: MR3407212
Digital Object Identifier: 10.1214/ECP.v20-4252

Subjects:
Primary: 47B80

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