Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
- 1 June 2006
- journal article
- research article
- Published by AIP Publishing in Journal of Mathematical Physics
- Vol. 47 (6) , 063302
- https://doi.org/10.1063/1.2200144
Abstract
We study the global spectrum fluctuations for -Hermite and -Laguerre ensembles via the tridiagonal matrix models introduced previously by the present authors [J. Math. Phys. 43, 5830 (2002)], and prove that the fluctuations describe a Gaussian process on polynomials. We extend our results to slightly larger classes of random matrices.
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