On the mean Density of States of some matrices related to the beta ensembles and an application to the Toda lattice (2008.04604v3)

Abstract: In this manuscript we study tridiagonal random matrix models related to the classical $\beta$-ensembles (Gaussian, Laguerre, Jacobi) in the high temperature regime, i.e. when the size $N$ of the matrix tends to infinity with the constraint that $\beta N=2\alpha$ constant, $\alpha > 0$. We call these ensembles the Gaussian, Laguerre and Jacobi $\alpha$-ensembles and we prove the convergence of their empirical spectral distributions to their mean densities of states and we compute them explicitly. As an application we explicitly compute the mean density of states of the Lax matrix of the Toda lattice with periodic boundary conditions with respect to the Gibbs ensemble.