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

Trinh Khanh Duy; Tomoyuki Shirai

doi:10.1214/ECP.v20-4252

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

Trinh Khanh Duy, Tomoyuki Shirai

Research output: Contribution to journal › Article › peer-review

21 Citations (Scopus)

Abstract

An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix can be regarded as the limit of Gaussian beta ensemble (GβE) matrices as the matrix size N tends to infinity with the constraint that N β is a constant.

Original language	English
Article number	68
Journal	Electronic Communications in Probability
Volume	20
DOIs	https://doi.org/10.1214/ECP.v20-4252
Publication status	Published - 2015
Externally published	Yes

Keywords

Gaussian beta ensemble
Random jacobi matrix
Self-convolutive recurrence
Spectral measure

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1214/ECP.v20-4252

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title = "The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles",

abstract = "An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix can be regarded as the limit of Gaussian beta ensemble (GβE) matrices as the matrix size N tends to infinity with the constraint that N β is a constant.",

keywords = "Gaussian beta ensemble, Random jacobi matrix, Self-convolutive recurrence, Spectral measure",

author = "Duy, {Trinh Khanh} and Tomoyuki Shirai",

year = "2015",

doi = "10.1214/ECP.v20-4252",

language = "English",

volume = "20",

journal = "Electronic Communications in Probability",

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AU - Duy, Trinh Khanh

AU - Shirai, Tomoyuki

PY - 2015

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AB - An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix can be regarded as the limit of Gaussian beta ensemble (GβE) matrices as the matrix size N tends to infinity with the constraint that N β is a constant.

KW - Gaussian beta ensemble

KW - Random jacobi matrix

KW - Self-convolutive recurrence

KW - Spectral measure

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VL - 20

JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

M1 - 68

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

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