相关论文: Matrix models for circular ensembles
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…
Using the Coulomb gas method and standard methods of statistical physics, we compute analytically the joint cumulative probability distribution of the extreme eigenvalues of the Jacobi-MANOVA ensemble of random matrices, in the limit of…
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…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
The Jacobi ensemble is one of the classical ensembles of random matrix theory. Prominent in applications are properties of the eigenvalues at the spectrum edge, specifically the distribution of the largest (e.g. Roy's largest root test in…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{\delta,\beta}^{(n)} \prod_{1\leq…
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…
The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…
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…
A selfadjoined block tridiagonal matrix with positive definite blocks on the off-diagonals is by definition a Jacobi matrix with matrix entries. Transfer matrix techniques are extended in order to develop a rotation number calculation for…
We investigate a one-parameter family of Coulomb gases in two dimensions, which are confined to an ellipse, due to a hard wall constraint, and are subject to an additional external potential. At inverse temperature $\beta=2$ we can use the…
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…
We show that some of the best-known matrix decompositions of some of the best-known random matrix ensembles give us the unique $G$-invariant uniform distributions on some of the best-known manifolds. The eigenvectors distributions of the…
In one dimensional transport problems the scattering matrix $S$ is decomposed into a block structure corresponding to reflection and transmission matrices at the two ends. For $S$ a random unitary matrix, the singular value probability…
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…
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…
We study Jacobi matrices on trees whose coefficients are generated by multiple orthogonal polynomials. Hilbert space decomposition into an orthogonal sum of cyclic subspaces is obtained. For each subspace, we find generators and the…
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…
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…