Title	Beta Jacobi Ensembles and the GSVD
Creator	Edelman, Alan
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-04-11T09:01
Description	The traditional derivations of the joint eigenvalue densities focus on the symmetric eigenvalue factorization, but it has been long been clear that Laguerre deserves an SVD derivation, and Jacobi deserves a Generalized Singular Value or GSVD derivation. In the old days, the SVD was unfamiliar so it took longer to explain. Today the GSVD is less familiar, so it takes longer to explain. We carry out this derivation, and then turn to a "kind of" explanation (some would call it fictional, or "ghost" explanation) of what is happening for general beta ensembles. Joint work with Bernie Wang.
Extent	65 minutes
Subject	Mathematics; Probability theory and stochastic processes; Statistical mechanics, structure of matter
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Massachusetts Institute of Technology
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2017-02-07
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0319074
URI	http://hdl.handle.net/2429/59410
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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