Work

Meixner matrix ensembles

Year: 2010

Type: preprint

Abstract: We construct a family of matrix ensembles that fits Anshelevich's regression postulates for "Meixner laws on matrices". We show that the Laplace transform of a general n by n Meixner matrix ensemble satisfies a system of partial differential equations which is explicitly solvable for n=2. We rely on these solutions to identify the six types of 2 by 2 Meixner matrix ensembles.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1009.4653

Authors: Bryc, Wlodek, Letac, Gerard

Institutions: University of Cincinnati, Université Toulouse III - Paul Sabatier

Language: English

Topic: Random Matrices and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Science Foundation, University of Cincinnati

Award: Research on classical and non-commutative probability

OpenAlex ID: W2952994870

Cites: 32

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