Year: 2002
Type: article
Abstract: 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 and Wishart models for β=1,2,4. Furthermore, in the cases of the β-Laguerre ensembles, we eliminate the exponent quantization present in the previously known models. We further discuss applications for the new matrix models, and present some open problems.
Source: Journal of Mathematical Physics
DOI: 10.1063/1.1507823
Authors: Ioana Dumitriu, Alan Edelman
Institution: Massachusetts Institute of Technology
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1994207229