Related papers: Beta Jacobi processes
For the random eigenvalues with density corresponding to the Jacobi ensemble $$c \cdot \prod_{i < j} | \lambda_i - \lambda_j |^\beta \prod^n_{i=1} (2 - \lambda_i)^a (2 + \lambda_i)^b I_{(-2,2)} (\lambda_i) $$ $(a, b > -1, \beta > 0) $ a…
A new family of $n$-dimensional solutions of the Jacobi identities is characterized. Such a family is very general, thus unifying in a common framework many different well-known Poisson systems seemingly unrelated. This unification is not…
In the setting of distributions taking values in a $C^\ast$-algebra $\mathcal{B}$, we define generalized Jacobi parameters and study distributions they generate. These include numerous known examples and one new family, of…
In this paper, we are interested in the free Jacobi process starting at the unit of the compressed probability space where it takes values and associated with the parameter values $\lambda=1, \theta =1/2$. Firstly, we derive a…
We study multilevel matrix ensembles at general beta by identifying them with a class of processes defined via the branching rules for multivariate Bessel and Heckman-Opdam hypergeometric functions. For beta = 1, 2, we express the joint…
We study the asymptotics of the global fluctuations for the difference between two adjacent levels in the $\beta$--Jacobi corners process (multilevel and general $\beta$ extension of the classical Jacobi ensemble of random matrices). The…
In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
The Eberlein method is a Jacobi-type process for solving the eigenvalue problem of an arbitrary matrix. In each iteration two transformations are applied on the underlying matrix, a plane rotation and a non-unitary elementary…
The Jacobi set is a useful descriptor of mutual behavior of functions defined on a common domain. We introduce the piecewise linear Jacobi set for general vector fields on simplicial complexes. This definition generalizes the definition of…
Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the…
For a beta-Jacobi ensemble determined by parameters a_1, a_2 and n, under the restriction that the three parameters go to infinity with n and a_1 being of small orders of a_2, we obtain both the bulk and the edge scaling limits. In…
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…
The paper considers the convergence of the complex block Jacobi diagonalization methods under the large set of the generalized serial pivot strategies. The global convergence of the block methods for Hermitian, normal and $J$-Hermitian…
In a recent work Killip and Nenciu gave random recurrences for the characteristic polynomials of certain unitary and real orthogonal upper Hessenberg matrices. The corresponding eigenvalue p.d.f.'s are beta-generalizations of the classical…
Jacobi fields of classical solutions of a Hamiltonian mechanical system are quantized in the framework of vertical-extended Hamiltonian formalism. Quantum Jacobi fields characterize quantum transitions between classical solutions.
Using numerical, theoretical and general methods, we construct evaluation formulas for the Jacobi $\theta$ functions. Some of our results are conjectures, but are verified numerically.
We present a universal approach to the investigation of the dynamics in generalized models. In these models the processes that are taken into account are not restricted to specific functional forms. Therefore a single generalized models can…
This paper proves a matrix model for the Wishart Ensemble with general covariance and general dimension parameter beta. In so doing, we introduce a new and elegant definition of Jack polynomials.
The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…