The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles
arXiv:1504.06904 · doi:10.1214/ECP.v20-4252
Abstract
An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (GE) matrices as the matrix size tends to infinity with the constraint that is a constant.
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Cited by in corpus (9)
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