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arXiv · 1305.3561

The Beta-Wishart Ensemble

Alexander Dubbs·Alan Edelman·Plamen Koev·Praveen Venkataramana
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Abstract

This paper proves a matrix model for the Wishart Ensemble with general covariance and general dimension parameter beta. In so doing, we introduce a new and elegant definition of Jack polynomials.

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Alexander Dubbs, Alan Edelman, Plamen Koev, Praveen Venkataramana. 2013-05-15. The Beta-Wishart Ensemble. https://doi.org/10.1063/1.4818304

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