Tridiagonal realization of the antisymmetric Gaussian β-ensemble

Abstract

The Householder reduction of a member of the antisymmetric Gaussian unitary ensemble gives an antisymmetric tridiagonal matrix with all independent elements. The random variables permit the introduction of a positive parameter β, and the eigenvalue probability density function of the corresponding random matrices can be computed explicitly, as can the distribution of {qi}, the first components of the eigenvectors. Three proofs are given. One involves an inductive construction based on bordering of a family of random matrices which are shown to have the same distributions as the antisymmetric tridiagonal matrices. This proof uses the Dixon-Anderson integral from Selberg integral theory. A sec..