The Beta-Wishart Ensemble
Probability
2015-06-15 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1305.3561,
title = {The Beta-Wishart Ensemble},
author = {Alexander Dubbs and Alan Edelman and Plamen Koev and Praveen Venkataramana},
journal= {arXiv preprint arXiv:1305.3561},
year = {2015}
}