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Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Jun 2006Embargo end date: 01 Jan 2005Publisher:AIP PublishingJournal:Journal of Mathematical Physics, volume 47 (issn: 0022-2488, eissn: 1089-7658,

Authors: Ioana Dumitriu; Alan Edelman;

doi: 10.1063/1.2200144 , 10.48550/arxiv.math-ph/0510043

arXiv: http://arxiv.org/abs/math-ph/0510043

Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models

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Abstract

We study the global spectrum fluctuations for β-Hermite and β-Laguerre ensembles via the tridiagonal matrix models introduced previously by the present authors [J. Math. Phys. 43, 5830 (2002)], and prove that the fluctuations describe a Gaussian process on polynomials. We extend our results to slightly larger classes of random matrices.

Related Organizations

University of California, Berkeley
United States

Keywords

FOS: Physical sciences, 15A52, 60F05, Mathematical Physics (math-ph), Mathematical Physics

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