Global spectrum fluctuations for the $\beta$-Hermite and $\beta$-Laguerre ensembles via matrix models
Mathematical Physics
2009-11-11 v2 math.MP
Abstract
We study the global spectrum fluctuations for -Hermite and -Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuations describe a Gaussian process on monomials. We extend our results to slightly larger classes of random matrices.
Keywords
Cite
@article{arxiv.math-ph/0510043,
title = {Global spectrum fluctuations for the $\beta$-Hermite and $\beta$-Laguerre ensembles via matrix models},
author = {Ioana Dumitriu and Alan Edelman},
journal= {arXiv preprint arXiv:math-ph/0510043},
year = {2009}
}
Comments
43 pages, 2 figures; typos corrected