Extreme eigenvalues of random matrices from Jacobi ensembles
From MaRDI portal
Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50) Appell, Horn and Lauricella functions (33C65) Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70)
Recommendations
- Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
- Smallest eigenvalue distributions for two classes of {\(\beta\)}-Jacobi ensembles
- Computable structural formulas for the distribution of the -Jacobi edge eigenvalues
- Limit theorems for beta-Jacobi ensembles
- Extreme eigenvalue distributions of Jacobi ensembles: new exact representations, asymptotics and finite size corrections
Cites work
- A Class of Generalized Hypergeometric Functions in Several Variables
- A matrix model for the β-Jacobi ensemble
- A note on the expansion of the smallest eigenvalue distribution of the LUE at the hard edge
- Bessel functions of matrix argument
- Beyond universality in random matrix theory
- Boundary conditions associated with the Painlevé III′ and V evaluations of some random matrix averages
- Characteristic vectors of bordered matrices with infinite dimensions
- Computable structural formulas for the distribution of the -Jacobi edge eigenvalues
- Derivative moments for characteristic polynomials from the CUE
- Discrete Painlevé equations for a class of PVIτ-functions given asU(N)averages
- Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
- Edge scaling of the \(\beta\)-Jacobi ensemble
- Eigenvalue-Based Detection of a Signal in Colored Noise: Finite and Asymptotic Analyses
- Exact results and universal asymptotics in the Laguerre random matrix ensemble
- Exceptional orthogonal polynomials and generalized Schur polynomials
- Extreme eigenvalue distributions of Jacobi ensembles: new exact representations, asymptotics and finite size corrections
- Finite N corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices
- Finite-size corrections at the hard edge for the Laguerre ensemble
- Formulas for Elementary Spherical Functions and Generalized Jacobi Polynomials
- Generalized Jacobi Polynomials as Spherical Functions of the Grassmann Manifold
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3146146 (Why is no real title available?)
- scientific article; zbMATH DE number 4071142 (Why is no real title available?)
- scientific article; zbMATH DE number 8808 (Why is no real title available?)
- scientific article; zbMATH DE number 51418 (Why is no real title available?)
- scientific article; zbMATH DE number 1304194 (Why is no real title available?)
- scientific article; zbMATH DE number 647233 (Why is no real title available?)
- scientific article; zbMATH DE number 1786681 (Why is no real title available?)
- scientific article; zbMATH DE number 2177280 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- scientific article; zbMATH DE number 3219699 (Why is no real title available?)
- scientific article; zbMATH DE number 3315265 (Why is no real title available?)
- scientific article; zbMATH DE number 3083637 (Why is no real title available?)
- scientific article; zbMATH DE number 3107108 (Why is no real title available?)
- Increasing subsequences and the hard-to-soft edge transition in matrix ensembles
- Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge
- Limit theorems for beta-Jacobi ensembles
- Loop-erased walks and random matrices
- Moments of the eigenvalue densities and of the secular coefficients of \(\beta\)-ensembles
- MOPS: multivariate orthogonal polynomials (symbolically)
- Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
- Multivariate Jacobi polynomials and the Selberg integral
- NEW SOLVABLE MATRIX INTEGRALS
- On a Heuristic Method of Test Construction and its use in Multivariate Analysis
- ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
- On the Distribution of the Characteristic Roots of Normal Second-Moment Matrices
- On the distribution of the roots of certain symmetric matrices
- On the sampling theory of roots of determinantal equations.
- Product of random projections, Jacobi ensembles and universality problems arising from free probability
- Quantum conductance problems and the Jacobi ensemble
- Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices
- Selberg Integrals and Hypergeometric Functions Associated with Jack Polynomials
- Singularity dominated strong fluctuations for some random matrix averages
- Smallest eigenvalue distributions for two classes of {\(\beta\)}-Jacobi ensembles
- Some applications of hypergeometric shift operators
- Some combinatorial properties of Jack symmetric functions
- Some Non-Central Distribution Problems in Multivariate Analysis
- Symmetric function theory and unitary invariant ensembles
- Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument
- The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems
- The Calogero-Sutherland model and generalized classical polynomials
- The efficient evaluation of the hypergeometric function of a matrix argument
- The limiting empirical measure of multiple discriminant ratios
- The lowest eigenvalue of Jacobi random matrix ensembles and Painlevé VI
- THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS
- Transmission eigenvalue densities and moments in chaotic cavities from random matrix theory
Cited in
(4)- Computable structural formulas for the distribution of the -Jacobi edge eigenvalues
- On the extremal eigenvalues of Jacobi ensembles at zero temperature
- The smallest eigenvalue of -Laguerre and -Jacobi ensembles and multivariate orthogonal polynomials
- Finite size corrections in the bulk for circular ensembles
This page was built for publication: Extreme eigenvalues of random matrices from Jacobi ensembles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6619670)
