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arxiv: 0905.4255 · v1 · pith:FCIDNU76new · submitted 2009-05-26 · 🧮 math.PR · math-ph· math.MP

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

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

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