Abstract
An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$\beta$E) matrices as the matrix size $N$ tends to infinity with the constraint that $N \beta $ is a constant.
Citation
Khanh Trinh Duy. Tomoyuki Shirai. "The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles." Electron. Commun. Probab. 20 1 - 13, 2015. https://doi.org/10.1214/ECP.v20-4252
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