Nonstandard limit theorems and large deviations for the Jacobi beta ensemble (Q2930544): Difference between revisions
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| Property / DOI: 10.1142/s2010326314500129 / rank | |||
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The author shows the weak convergence of the empirical eigenvalue distribution and of the weighted spectral measure of the Jacobi ensemble, when one or both parameters grow faster than the dimension \(n\). In these cases, the limit measure is given by the Marchenko-Pastur law and the semicircle law, respectively. For the weighted spectral measure, he also proves large deviation principles under this scaling, where the rate functions are those of the other classical ensembles. | |||
| Property / review text: The author shows the weak convergence of the empirical eigenvalue distribution and of the weighted spectral measure of the Jacobi ensemble, when one or both parameters grow faster than the dimension \(n\). In these cases, the limit measure is given by the Marchenko-Pastur law and the semicircle law, respectively. For the weighted spectral measure, he also proves large deviation principles under this scaling, where the rate functions are those of the other classical ensembles. / rank | |||
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| Property / reviewed by: Andreas Arvanitoyeorgos / rank | |||
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Revision as of 18:51, 22 October 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstandard limit theorems and large deviations for the Jacobi beta ensemble |
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Nonstandard limit theorems and large deviations for the Jacobi beta ensemble (English)
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19 November 2014
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Jacobi ensemble
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spectral measure
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random matrix theory
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large deviations
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semicircle law
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Marchenko-Pastur law
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The author shows the weak convergence of the empirical eigenvalue distribution and of the weighted spectral measure of the Jacobi ensemble, when one or both parameters grow faster than the dimension \(n\). In these cases, the limit measure is given by the Marchenko-Pastur law and the semicircle law, respectively. For the weighted spectral measure, he also proves large deviation principles under this scaling, where the rate functions are those of the other classical ensembles.
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