Asymptotic correlations with corrections for the circular Jacobi -ensemble
The paper presents results in random matrix theory about a specific type of structure arising asymptotically for some functionals of certain random ensembles. Let us give a rough idea. Suppose that \(E_{N}(s)\) represents some kind of functional of an \(N\)-dimensional random matrix, in particular a functional of the eigenvalues. The authors show that the general structure of the functional is \[E_{N}(x)= E(s)+ \frac{d}{ds}E(s)+O(N^{\alpha}),\] for a specific number \(\alpha\) and a specific limit function \(E\). This idea might hold for functionals of eigenvalues in the so-called hard edge or soft edge, that is, close to boundary of the eigenvalues or far from it. For instance, it is mentioned an example where \(E_{N}\) represents the probability of finding eigenvalues in some region. The authors find formulas with the structure pointed above for certain ensembles and for certain functionals (e.g., correlations functions) and for the spectral density. More specifically, they first consider the so-called classical Cauchy \(\beta\)-ensemble, where the \(N\) eigenvalues have a density function proportional to \[\prod_{j=1}^{N}(1-i x_{j})^{c_{\beta}}(1+i x_{j})^{\overline{c_{\beta}}}\prod_{1\leq j\leq k\leq N}|x_{k}-x_{j}|^{\beta}.\] Here, \(c_{\beta}\in \mathbb{C}\) is given. After the change of variables \[x_{j}=i \frac{1+e^{i \theta_{j}} }{1-e^{i \theta_{j}}},\] they focus on the new density function satisfied by \((\theta_{1}, \ldots, \theta_{N})\), which is an extension of the so-called circular \(\beta\) ensemble. Then, they analyze the Christoffel-Darboux kernel and the spectral density. Additionally, the kernel is studied for values near \(\theta_{j}=0\), a situation which goes under the name ``at the spectral singularity (in contrast with ``at the hard or soft edge). Orthogonal polynomials play a crucial role in the proofs.
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