A matrix model for the -Jacobi ensemble
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This note presents a random matrix model for general (β>0) β-Jacobi ensembles. This generalizes the well-known MANOVA models for β=1,2,4 and eliminates the quantization of β (and other parameters) present in the previously known models. This model is a partial answer to an open problem presented by Dumitriu and Edelman, where they also presented models for the β-Laguerre and β-Hermite ensembles.
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