On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice

Abstract

In this paper, we study tridiagonal random matrix models related to the classical β-ensembles (Gaussian, Laguerre, and Jacobi) in the high-temperature regime, i.e., when the size N of the matrix tends to infinity with the constraint that βN = 2α constant, α > 0. We call these ensembles the Gaussian, Laguerre, and Jacobi α-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.