Related papers: The classical $\beta$-ensembles with $\beta$ propo…
Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The paper deals with beta Jacobi ensembles, the type with the Jacobi…
Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to…
In a high temperature regime where $\beta N \to 2c$, the empirical distribution of the eigenvalues of Gaussian beta ensembles, beta Laguerre ensembles and beta Jacobi ensembles converges to a limiting measure which is related to associated…
We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed…
The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…
We study sampling algorithms for $\beta$-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a…
Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the circular Jacobi $\beta$-ensemble, which is a generalization of the Dyson circular $\beta$-ensemble but equipped with an additional parameter $b$, and further studied…
Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…
The loop equation formalism is used to compute the $1/N$ expansion of the resolvent for the Gaussian $\beta$ ensemble up to and including the term at $O(N^{-6})$. This allows the moments of the eigenvalue density to be computed up to and…
The $\beta$-ensembles of random matrix theory with classical weights have many special properties. One is that the loop equations specifying the resolvent and corresponding multipoint correlators permit a derivation at general order of the…
The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…
In this manuscript we study tridiagonal random matrix models related to the classical $\beta$-ensembles (Gaussian, Laguerre, Jacobi) in the high temperature regime, i.e. when the size $N$ of the matrix tends to infinity with the constraint…
We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…
The loop equations for the $\beta$-ensembles are conventionally solved in terms of a $1/N$ expansion. We observe that it is also possible to fix $N$ and expand in inverse powers of $\beta$. At leading order, for the one-point function…
For any $\beta>0$, we provide a tridiagonal matrix model and compute the joint eigenvalue density of a random rank one non-Hermitian perturbation of Gaussian and Laguerre $\beta$-ensembles of random matrices.
Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…
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…
Consider Jacobi random matrix ensembles with the distributions $$c_{k_1,k_2,k_3}\prod_{1\leq i< j \leq N}\left(x_j-x_i\right)^{k_3}\prod_{i=1}^N…