Beta Jacobi ensembles and associated Jacobi polynomials (Q2240795): Difference between revisions

This paper studies the so-called Nekrasov-Shatashvili limit of Jacobi \(\beta\)-ensembles arising in random matrix theory. This corresponds to the simultaneous limit \(\beta\to 0\) and \(N\to \infty\) with \(\beta \,N\to C>0\), where \(C\) is a constant. The first result provides a Jacobi matrix representation of the limiting spectral measure similarly to what is already known in the Gaussien and Laguerre \(\beta\)-ensembles. The most interesting result is then to provide an explicit formula for the Stieltjes transform of this limiting spectral measure as well as an expression involving hypergeometric functions of the associated density distribution. This complements similar results known for the Gaussian and Laguerre cases and may be helpful to better understanding \(\beta\)-ensembles.