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arxiv: 0711.1914 · v1 · pith:V6LSZD3Pnew · submitted 2007-11-13 · 🧮 math-ph · math.MP

A random matrix decimation procedure relating β = 2/(r+1) to β = 2(r+1)

classification 🧮 math-ph math.MP
keywords betaensemblesmatrixrandomclassicaleigenvaluedensitydistribution
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Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to be the case $r=1$ of a family of inter-relations between eigenvalue probability density functions for generalizations of the classical random matrix ensembles referred to as $\beta$-ensembles. The inter-relations give that the joint distribution of every $(r+1)$-st eigenvalue in certain $\beta$-ensembles with $\beta = 2/(r+1)$ is equal to that of another $\beta$-ensemble with $\beta = 2(r+1)$. The proof requires generalizing a conditional probability density function due to Dixon and Anderson.

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