Limit theorems for beta-Jacobi ensembles

DOI10.3150/12-BEJ495zbMath1278.60013arXiv0911.2262MaRDI QIDQ358145

Tiefeng Jiang

Publication date: 16 August 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.2262

zbMATH Keywords

random matriceslargest eigenvaluesmallest eigenvalueLaguerre ensemble\(\beta\)-ensembleempirical distribution of eigenvaluesJacobi ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (11)

Limit theorems for Jacobi ensembles with large parameters ⋮ Gaussian fluctuations for products of random matrices ⋮ Bridges and random truncations of random matrices ⋮ Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles ⋮ Nonstandard limit theorems and large deviations for the Jacobi beta ensemble ⋮ General β-Jacobi Corners Process and the Gaussian Free Field ⋮ Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles ⋮ Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures ⋮ Large deviations for top eigenvalues of \(\beta\)-Jacobi ensembles at scaling temperatures ⋮ Approximation of rectangular beta-Laguerre ensembles and large deviations ⋮ Limits for circular Jacobi beta-ensembles

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