495 citations · 1.2k across the 35 of their papers we have counts for
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Tridiagonal realization of the anti-symmetric Gaussian -ensemble
Ioana Dumitriu, Peter J. Forrester
The Householder reduction of a member of the anti-symmetric Gaussian unitary ensemble gives an anti-symmetric tridiagonal matrix with all independent elements. The random variables…
Global spectrum fluctuations for the -Hermite and -Laguerre ensembles via matrix models
Ioana Dumitriu, Alan Edelman
We study the global spectrum fluctuations for -Hermite and -Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuati…
MOPS: Multivariate Orthogonal Polynomials (symbolically)
Ioana Dumitriu, Alan Edelman, Gene Shuman
In this paper we present a Maple library (MOPs) for computing Jack, Hermite, Laguerre, and Jacobi multivariate polynomials, as well as eigenvalue statistics for the Hermite, Laguer…
Eigenvalues of Hermite and Laguerre ensembles: Large Beta Asymptotics
Ioana Dumitriu, Alan Edelman
In this paper we examine the zero and first order eigenvalue fluctuations for the -Hermite and -Laguerre ensembles, using the matrix models we described in \cite{dumitriu02},…
Matrix Models for Beta Ensembles
Ioana Dumitriu, Alan Edelman
This paper constructs tridiagonal random matrix models for general () -Hermite (Gaussian) and -Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and…