Beta Jacobi ensembles and associated Jacobi polynomials
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Publication:2240795
Abstract: Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The paper deals with beta Jacobi ensembles, the type with the Jacobi weight. Making use of the random matrix model, we show that in the regime where , with the system size, the empirical distribution of the eigenvalues converges weakly to a limiting measure which belongs to a new class of probability measures of associated Jacobi polynomials. This is analogous to the existing results for the other two classical weights. We also study the limiting behavior of the empirical measure process of beta Jacobi processes in the same regime and obtain a dynamic version of the above.
This paper studies the so-called Nekrasov-Shatashvili limit of Jacobi \(\beta\)-ensembles arising in random matrix theory. This corresponds to the simultaneous limit \(\beta\to 0\) and \(N\to \infty\) with \(\beta \,N\to C>0\), where \(C\) is a constant. The first result provides a Jacobi matrix representation of the limiting spectral measure similarly to what is already known in the Gaussien and Laguerre \(\beta\)-ensembles. The most interesting result is then to provide an explicit formula for the Stieltjes transform of this limiting spectral measure as well as an expression involving hypergeometric functions of the associated density distribution. This complements similar results known for the Gaussian and Laguerre cases and may be helpful to better understanding \(\beta\)-ensembles.
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