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

Trinh Khanh Duy, Tomoyuki Shirai

Research output: Contribution to journalArticle

9 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 languageEnglish
Article number68
JournalElectronic Communications in Probability
Volume20
DOIs
Publication statusPublished - Jan 1 2015

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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