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

preprint2009arXivOpen access

Abstract

In the present paper, fixed trace ββ-Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all ββ, 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 ββ, the other is to use asymptotic analysis tools. At the edge of the density, we prove that the edge scaling limit for ββ-HE implies the same limit for fixed trace ββ-Hermite ensembles. Consequently, explicit limit can be given for fixed trace GOE, GUE and GSE. Furthermore, for even ββ, analogous to ββ-Hermite ensembles, a multiple integral of the Konstevich type can be obtained.

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