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The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles

An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$β$E) matrices as the matrix size $N$ tends to infinity with the constraint that $N β$ is a constant.

preprint2015arXivOpen access
Trinh Khanh DuyTomoyuki Shirai
math.PRmath.SP
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Trinh Khanh DuyTomoyuki Shirai

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