Year: 2004
Type: preprint
Abstract: We describe an ensemble of (sparse) random matrices whose eigenvalues follow the Gibbs distribution for n particles of the Coulomb gas on the unit circle at inverse temperature beta. Our approach combines elements from the theory of orthogonal polynomials on the unit circle with ideas from recent work of Dumitriu and Edelman. In particular, we resolve a question left open by them: find a tri-diagonal model for the Jacobi ensemble.
Source: arXiv (Cornell University)
Authors: Killip, R., Nenciu, I.
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2952250632