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The spherical orthogonal, unitary, and symplectic ensembles (SOE/SUE/SSE) $S_beta(N,r)$ consist of $N times N$ real symmetric, complex hermitian, and quaternionic self-adjoint matrices of Frobenius norm $r$, made into a probability space with the uniform measure on the sphere. For each of these ensembles, we determine the joint eigenvalue distribution for each $N$, and we prove the empirical spectral measures rapidly converge to the semicircular distribution as $N to infty$. In the unitary case ($beta=2$), we also find an explicit formula for the empirical spectral density for each $N$.
We prove the edge universality of the beta ensembles for any $betage 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $mathscr{C}^4$ and regular. We also prove that the edge universality holds f
We consider various asymptotic scaling limits $Ntoinfty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point processes, a
Lattice spin models in statistical physics are used to understand magnetism. Their Hamiltonians are a discrete form of a version of a Dirichlet energy, signifying a relationship to the Harmonic map heat flow equation. The Gibbs distribution, defined
The soft and hard edge scaling limits of $beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge process as
Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin patterned ensemble