The Beta-Wishart Ensemble
Alexander Dubbs, Alan Edelman, Plamen Koev, and Praveen Venkataramana
TL;DR
This paper introduces a matrix model for the Wishart Ensemble with arbitrary covariance and dimension parameter beta, utilizing a novel definition of Jack polynomials to extend the theoretical framework.
Contribution
It provides a new matrix model for the Wishart Ensemble with general covariance and beta, and introduces an elegant definition of Jack polynomials.
Findings
Established a matrix model for Wishart Ensemble with general parameters
Developed a new definition of Jack polynomials
Extended theoretical understanding of random matrix models
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.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.