We show how to obtain the joint probability distribution of the first two spectral moments for the Gaussian β-ensemble random matrix ensembles of any matrix dimension N. This is achieved via a simple method which utilises two complementary invariants of the domain of the spectral moments. Our approach is significantly different from those employed previously to answer related questions and potentially offers new insights. We also discuss the problems faced when attempting to include higher spectral moments
Version 2: denotations of (4.2) and other misprints corrected; minor changes at the end of Section 3...
Version 2: denotations of (4.2) and other misprints corrected; minor changes at the end of Section 3...
International audienceWe consider the empirical spectral distribution (ESD) of a random matrix from ...
We derive the joint probability distribution of the first two spectral moments for the Gaussian β-en...
Abstract We consider the moment space M n corresponding to p × p real or complex matrix measures def...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random...
Abstract. In the paper [19], written in collaboration with Gesine Reinert, we proved a uni-versality...
This version: misprints corrected, some parts of the proofs simplified, general presentation improve...
We investigate spacing statistics for ensembles of various real random matrices where the matrix-ele...
We consider the ensemble of n × n real symmetric random matrices A(n) whose entries are determined b...
In this paper, we survey some recent progress on rigorously etablishing the universality of various ...
Version 2: denotations of (4.2) and other misprints corrected; minor changes at the end of Section 3...
Version 2: denotations of (4.2) and other misprints corrected; minor changes at the end of Section 3...
International audienceWe consider the empirical spectral distribution (ESD) of a random matrix from ...
We derive the joint probability distribution of the first two spectral moments for the Gaussian β-en...
Abstract We consider the moment space M n corresponding to p × p real or complex matrix measures def...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random...
Abstract. In the paper [19], written in collaboration with Gesine Reinert, we proved a uni-versality...
This version: misprints corrected, some parts of the proofs simplified, general presentation improve...
We investigate spacing statistics for ensembles of various real random matrices where the matrix-ele...
We consider the ensemble of n × n real symmetric random matrices A(n) whose entries are determined b...
In this paper, we survey some recent progress on rigorously etablishing the universality of various ...
Version 2: denotations of (4.2) and other misprints corrected; minor changes at the end of Section 3...
Version 2: denotations of (4.2) and other misprints corrected; minor changes at the end of Section 3...
International audienceWe consider the empirical spectral distribution (ESD) of a random matrix from ...
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