Eigenvalue statistics for beta-ensembles

By Ioana Dumitriu. 2003

106 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e635139019e158c00fbaf3433f321054fbcd780d

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1. Debashis Paul
2. Alexander Aue
3. Danning Li
4. Tiefeng Jiang
5. Lajos Horv'ath
6. Tommaso Cai
7. Noureddine El Karoui
8. Z. Bao

Citations in the corpus

• Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations (2013, background): “See, for example, Dumitriu (2003) and Dumitriu and Edelman (2006).”
• Random matrix theory in statistics: A review (2014, background): “One class of models for which explicit Tracy–Widom-type limit laws for the extreme eigenvalues have been found is the class of β-ensembles (Dumitriu, 2003; Dumitriu and Edelman, 2002) which correspond to random matrices that can be expressed as WW, where W is a bi-diagonal matrix with independent χ-”