English

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 β\beta-Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all β\beta, 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 β\beta, the other is to use asymptotic analysis tools. At the edge of the density, we prove that the edge scaling limit for β\beta-HE implies the same limit for fixed trace β\beta-Hermite ensembles. Consequently, explicit limit can be given for fixed trace GOE, GUE and GSE. Furthermore, for even β\beta, analogous to β\beta-Hermite ensembles, a multiple integral of the Konstevich type can be obtained.

Keywords

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

R2 v1 2026-06-21T13:06:12.175Z