Distributions of the Extreme Eigenvaluesof Beta-Jacobi Random Matrices

نویسندگان

  • Ioana Dumitriu
  • Plamen Koev
چکیده

We present explicit formulas for the distributions of the extreme eigenvalues of the β–Jacobi random matrix ensemble in terms of the hypergeometric function of a matrix argument. For β = 1, 2, 4, these formulas specialize to the well-known real, complex, and quaternion Jacobi ensembles, respectively.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 30  شماره 

صفحات  -

تاریخ انتشار 2008