Matrix models for beta ensembles

被引：424

作者：

Dumitriu, I ^{[1
]}

Edelman, A ^{[1
]}

机构：

[1] MIT, Dept Math, Cambridge, MA 02139 USA

来源：

JOURNAL OF MATHEMATICAL PHYSICS | 2002年 / 43卷 / 11期

关键词：

D O I：

10.1063/1.1507823

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

This paper constructs tridiagonal random matrix models for general (beta>0) beta-Hermite (Gaussian) and beta-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and Wishart models for beta=1,2,4. Furthermore, in the cases of the beta-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. (C) 2002 American Institute of Physics.

引用

页码：5830 / 5847

页数：18

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