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Exploring continuous beta-ensembles: A Python implementation for random matrix spectral statistics

Weissman, Dorin
arXiv (All) · Papers
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chaotic-dynamicshigh-energy-physics-theorymathematical-physics
We present an open-source Python package for sampling the Gaussian, Laguerre, Jacobi, and Circular $β$-ensembles of random matrix theory. The package implements the Dumitriu--Edelman and Killip--Nenciu constructions, allowing efficient generation of random spectra for general $β> 0$. In addition to
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