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

Khanh Duy Trinh, Tomoyuki Shirai

Research output: Contribution to journalArticle

8 Citations (Scopus)


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

Original languageEnglish
Article number68
JournalElectronic Communications in Probability
Publication statusPublished - 2015 Jan 1
Externally publishedYes



  • Gaussian beta ensemble
  • Random jacobi matrix
  • Self-convolutive recurrence
  • Spectral measure

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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