Related papers: Matrix Models for Beta Ensembles

We consider open XXX spins chain with two general boundary matrices submitted to one constraint, which is equivalent to the possibility to put the two matrices in a triangular form. We construct Bethe vectors from a generalized algebraic…

We study a q-generalization of the classical Laguerre/Hermite orthogonal polynomials. Explicit results include: the recursive coefficients, matrix elements of generators for the Heisenberg algebra, and the Hankel determinants. The power of…

The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…

The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…

We show that gauge-independent terms in the one-loop and multi-loops $\beta$-functions of the Standard Model can be exactly computed from the Wetterich functional renormalization of a matrix model. Our framework is associated to the finite…

In the classical $\beta$-ensembles of random matrix theory, setting $\beta = 2 \alpha/N$ and taking the $N \to \infty$ limit gives a statistical state depending on $\alpha$. Using the loop equations for the classical $\beta$-ensembles, we…

Recently we introduced the hypergraph matrix model (HMM), a Hermitian matrix model generalizing the classical Gaussian Unitary Ensemble (GUE). In this model the Gaussians of the GUE, whose moments count partitions of finite sets into pairs,…

We consider generalized Wigner ensembles and general beta-ensembles with analytic potentials for any beta larger than 1. The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk…

We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…

Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

Here, using two real non-zero parameters $\lambda$ and $\mu$, we construct Gaussian pseudo-orthogonal ensembles of a large number $N$ of $n \times n$ ($n$ even and large) real pseudo-symmetric matrices under the metric $\eta$ using $…

We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and…

In this paper, we construct the Heisenberg-Virasoro algebra in the framework of the $\mathcal{R}(p,q)$-deformed quantum algebras. Moreover, the $\mathcal{R}(p,q)$-Heisenberg-Witt $n$-algebras is also investigated. Furthermore, we generalize…

A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.

Using a Coulomb gas approach, we compute the generating function of the covariances of power traces for one-cut $\beta$-ensembles of random matrices in the limit of large matrix size. This formula depends only on the support of the spectral…

Multivariable generalizations of the classical Hermite, Laguerre and Jacobi polynomials occur as the polynomial part of the eigenfunctions of certain Schr\"odinger operators for Calogero-Sutherland-type quantum systems. For the generalized…

We study the hard edge limit of a multilevel extension of the Laguerre $\beta$-ensemble at zero temperature. In particular, we show that asymptotically the ensemble is given by Gaussians with covariance matrix expressible in terms of the…

In a high temperature regime, it was shown in Trinh--Trinh (\emph{J.\ Stat.\ Phys.}\ \textbf{185}(1), Paper No.\ 4, 15 (2021)) that the empirical distribution of beta Jacobi ensembles converges to a limiting probability measure which is…