Sturm sequences and random eigenvalue distributions

DOI10.1007/s10208-008-9037-xzbMath1173.65027OpenAlexW1987797977MaRDI QIDQ839658

Cy P. Chan, James T. Albrecht, Alan Edelman

Publication date: 2 September 2009

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10208-008-9037-x

zbMATH Keywords

algorithmrandom matricesSturm sequencessymmetric tridiagonal matrices\(\beta\)-Hermite random matrix ensembleseigenvalue histogramminghistogram variancelargest eigenvalue distributionlevel densitiesshooting eigenvectorsWigner semicircle

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items

Low-temperature random matrix theory at the soft edge, Tridiagonal realization of the antisymmetric Gaussian β-ensemble, Almost Eigenvalues and Eigenvectors of Almost Mathieu Operators

Uses Software

• MOPS

Cites Work

• On the distribution of the roots of certain symmetric matrices
• Hermite and Laguerre \(\beta\)-ensembles: asymptotic corrections to the eigenvalue density
• The Calogero-Sutherland model and generalized classical polynomials
• On fluctuations of eigenvalues of random Hermitian matrices.
• MOPS: multivariate orthogonal polynomials (symbolically)
• From random matrices to stochastic operators
• Random matrix theory
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• Eigenvalues and Condition Numbers of Random Matrices
• Matrix models for beta ensembles
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