Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble

DOI10.1016/j.physd.2022.133220zbMath1496.81091arXiv2011.00787OpenAlexW4221020061MaRDI QIDQ2140092

Yanyan Li

Publication date: 20 May 2022

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.00787

zbMATH Keywords

random matricestrace distribution\(\beta\)-Jacobi ensembledifferential recurrencestrace moments

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Random matrices (algebraic aspects) (15B52) Inelastic and multichannel quantum scattering (81U35) Matrix and operator functional equations (39B42) Numerical aspects of recurrence relations (65Q30)

Related Items (3)

Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble ⋮ Expanding the Fourier transform of the scaled circular Jacobi \(\beta\) ensemble density ⋮ Preface to the special issue: orthogonal polynomials and integrable systems, peakons, Toda lattices and Painlevé transcendents

Uses Software

• Mathematica

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
• A Fuchsian matrix differential equation for Selberg correlation integrals
• The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems
• Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble
• Stieltjes moment sequences for pattern-avoiding permutations
• Recurrence equations for the computation of correlations in the \(1/r^2\) quantum many-body system
• A CLOSED FORM FOR THE DENSITY FUNCTIONS OF RANDOM WALKS IN ODD DIMENSIONS
• Moments of the transmission eigenvalues, proper delay times, and random matrix theory. I
• Volume of Metric Balls in High-Dimensional Complex Grassmann Manifolds
• Conductance distributions in chaotic mesoscopic cavities
• Large N expansions for the Laguerre and Jacobi β-ensembles from the loop equations
• GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES
• Finite‐size corrections at the hard edge for the Laguerre β ensemble
• Moments of the eigenvalue densities and of the secular coefficients ofβ-ensembles
• Purity distribution for bipartite random pure states
• On the Null Distribution of the Sum of the Roots of a Multivariate Beta Distribution
• A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$
• Some New Test Criteria in Multivariate Analysis
• Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport

This page was built for publication: Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble