# Matrix models for beta ensembles

@article{Dumitriu2002MatrixMF, title={Matrix models for beta ensembles}, author={Ioana Dumitriu and Alan Edelman}, journal={Journal of Mathematical Physics}, year={2002}, volume={43}, pages={5830-5847} }

This paper constructs tridiagonal random matrix models for general (β>0) β-Hermite (Gaussian) and β-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and Wishart models for β=1,2,4. Furthermore, in the cases of the β-Laguerre ensembles, we eliminate the exponent quantization present in the previously known models. We further discuss applications for the new matrix models, and present some open problems.

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