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math.PR2009★ 1 cited
Some asymptotic properties of the spectrum of the Jacobi ensemble
Holger Dette, Jan Nagel
For the random eigenvalues with density corresponding to the Jacobi ensemble $(a, b…
math.PR2009★ 2 cited
Matrix measures, random moments and Gaussian ensembles
Jan Nagel, Holger Dette
We consider the moment space corresponding to real or complex matrix measures defined on the interval . The asymptotic properties of the first $…