Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
Ioana Dumitriu, Alan Edelman
Abstract
We study the global spectrum fluctuations for β-Hermite and β-Laguerre ensembles via the tridiagonal matrix models introduced in dumitriu02, and prove that the fluctuations describe a Gaussian process on monomials. We extend our results to slightly larger classes of random matrices.
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