Global spectrum fluctuations for the $β$-Hermite and $β$-Laguerre ensembles via matrix models
arXiv:math-ph/0510043 · doi:10.1063/1.2200144
Abstract
We study the global spectrum fluctuations for $β$-Hermite and $β$-Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuations describe a Gaussian process on monomials. We extend our results to slightly larger classes of random matrices.
43 pages, 2 figures; typos corrected