Fixed trace $\beta$-Hermite ensembles: Asymptotic eigenvalue density and the edge of the density
Probability
2015-05-13 v1 Mathematical Physics
math.MP
Abstract
In the present paper, fixed trace -Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all , we prove the Wigner semicircle law for these ensembles by using two different methods: one is the moment equivalence method with the help of the matrix model for general , the other is to use asymptotic analysis tools. At the edge of the density, we prove that the edge scaling limit for -HE implies the same limit for fixed trace -Hermite ensembles. Consequently, explicit limit can be given for fixed trace GOE, GUE and GSE. Furthermore, for even , analogous to -Hermite ensembles, a multiple integral of the Konstevich type can be obtained.
Cite
@article{arxiv.0905.4255,
title = {Fixed trace $\beta$-Hermite ensembles: Asymptotic eigenvalue density and the edge of the density},
author = {Da-Sheng Zhou and Dang-Zheng Liu and Tao Qian},
journal= {arXiv preprint arXiv:0905.4255},
year = {2015}
}
Comments
16 pages