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math.PR2008
A note on random orthogonal polynomials on a compact interval
M. Birke, H. Dette
We consider a uniform distribution on the set of moments of order corresponding to probability measures on the interval . To each (random)…
math.PR2008
Random block matrices and matrix orthogonal polynomials
Holger Dette, Bettina Reuther
In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate…