Fixed trace $β$-Hermite ensembles: Asymptotic eigenvalue density and the edge of the density

Details Fixed trace $β$-Hermite ensembles: Asymptotic eigenvalue density and the edge of the density Fixed trace $β$-Hermite ensembles: Asymptotic eigenvalue density and the edge of the density

2009-05-26

arxiv.org/abs/0905.4255v1

Mathematics

Probability

16 pages

Scientific paper

In the present paper, fixed trace $\beta$-Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all $\beta$, we prove the Wigner semicircle law for these ensembles by using two different methods: one is the moment equivalence method with the help of the matrix model for general $\beta$, the other is to use asymptotic analysis tools. At the edge of the density, we prove that the edge scaling limit for $\beta$-HE implies the same limit for fixed trace $\beta$-Hermite ensembles. Consequently, explicit limit can be given for fixed trace GOE, GUE and GSE. Furthermore, for even $\beta$, analogous to $\beta$-Hermite ensembles, a multiple integral of the Konstevich type can be obtained.

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