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Mar 2, 2015 at 10:29 comment added P.Windridge Interesting question. I used Boutillier's bead model with an MCMC sampler to (hopefully) approximately sample GUE eigenvalues as an undergrad. IIRC the statistics looked pretty good. I think I sampled $2N+1$ strings of beads and then looked at the beads on string $N$, i.e. NOT at the edge of the bead pattern.
Mar 1, 2015 at 19:37 history asked john mangual CC BY-SA 3.0