Nonstandard limit theorems and large deviations for the Jacobi beta ensemble

DOI10.1142/S2010326314500129zbMath1304.15026arXiv1308.3097OpenAlexW2171945460MaRDI QIDQ2930544

Jan Nagel

Publication date: 19 November 2014

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.3097

zbMATH Keywords

spectral measurelarge deviationsrandom matrix theorysemicircle lawJacobi ensembleMarchenko-Pastur law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

Related Items (4)

Limit theorems for Jacobi ensembles with large parameters ⋮ On spectral measures of random Jacobi matrices ⋮ Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures ⋮ Large deviations for top eigenvalues of \(\beta\)-Jacobi ensembles at scaling temperatures

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