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Scholarly articles for "beta ensemble" "random matrix theory"

Invariant Beta Ensembles and the Gauss-Wigner … - ‎Allez - Cited by 25
Random matrix theory and multivariate statistics - ‎Diaz-Garcia - Cited by 10
Eigenvalue statistics for beta-ensembles - ‎Dumitriu - Cited by 76

Search Results

    Beta Ensembles: Universality, Integrability, and Asymptotics

    www.birs.ca/events/2016/5-day-workshops/16w5076
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    Random matrix theory is a vibrant area of probability theory and ... arguments) provide powerful new method for experimenting with beta ensemble distributions.
    Apr 10, 2016 - Apr 15, 2016
    Banff, Alberta

    The density of eigenvalues seen from the soft edge of ...

    arxiv.org › math-ph
    • Cached
    by A Perret - ‎2015 - ‎Cited by 2
    May 31, 2015 - ... matrices belonging to the Gaussian $\beta$-ensemble of random matrix theory, including in particular the Gaussian orthogonal ($\beta=1$), ...

    [PDF]Entropy and the Shannon-McMillan-Breiman theorem for ...

    arxiv.org/pdf/1301.0342
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    by A Bufetov - ‎2013 - ‎Cited by 1 - ‎Related articles
    Apr 10, 2013 - We show that beta ensembles in Random Matrix Theory with generic ... beta ensembles, namely the Hermite (Gaussian) beta ensemble, the.

    Math 833 - Random Matrices

    www.math.wisc.edu/~valko/courses/833/2009f/833.html
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    The course is an introduction to random matrix theory. ... of various random matrix models (Wigner matrices, Gaussian ensembles, Dyson's beta-ensemble).

    Entropy and the Shannon-McMillan-Breiman Theorem for ...

    www.researchgate.net/.../234028479_Entropy_and_the_Shannon-McMilla...
    Aug 15, 2014 - We show that beta ensembles in Random Matrix Theory with generic real analytic potential have the asymptotic equipartition property.

    Jiang : Limit theorems for beta-Jacobi ensembles

    https://projecteuclid.org/euclid.bj/1372251152
    by T Jiang - ‎2013 - ‎Cited by 6 - ‎Related articles
    For a -Jacobi ensemble determined by parameters , and , under the restriction that the three parameters go to infinity with and being of small orders of , we ...

    [PDF]Nonstandard limit theorems and large deviations for the ...

    https://www-m14.ma.tum.de/fileadmin/w00biy/www/.../Jacobinonst.pdf
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    by J Nagel - ‎2013 - ‎Related articles
    Aug 14, 2013 - ... spectral measure, random matrix theory, large deviations, semicircle .... The Gaussian (beta-)ensemble is defined by the eigenvalue density.

    Ioana Dumitriu's Publications - University of Washington

    https://www.math.washington.edu/~dumitriu/publications.html
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    Path counting and Random Matrix Theory,. with Etienne Rassart ... Tridiagonal realization of the antisymmetric Gaussian beta-ensemble. with Peter Forrester.

    Program on Random Matrix Theory and its Applications to ...

    www.ims.nus.edu.sg/Programs/randommatrix/abstracts.htm
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    Mar 31, 2006 - Program on Random Matrix Theory and its Applications to Statistics and Wireless Communications. ... Lecture 3: The Gaussian beta ensemble.

    Moments of the Gaussian $\beta$ Ensembles and the large ...

    https://inspirehep.net/record/1262874/references?ln=en
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    ... the Gaussian $\beta$ ensemble up to and including the term at $O(N^{-6})$. ... of the transmission eigenvalues, proper delay times, and random matrix theory.

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