Limit theorems for beta-Jacobi ensembles

DOI10.3150/12-BEJ495zbMATH Open1278.60013arXiv0911.2262MaRDI QIDQ358145FDOQ358145

Authors: Tiefeng Jiang 

Publication date: 16 August 2013

Published in: Bernoulli (Search for Journal in Brave)

Abstract: For a beta-Jacobi ensemble determined by parameters a_1, a_2 and n, under the restriction that the three parameters go to infinity with n and a_1 being of small orders of a_2, we obtain both the bulk and the edge scaling limits. In particular, we derive the asymptotic distributions for the largest and the smallest eigenvalues, the Central Limit Theorems of the eigenvalues, and the limiting distributions of the empirical distributions of the eigenvalues.

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

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zbMATH Keywords

largest eigenvaluerandom matricessmallest eigenvalueLaguerre ensemble\(\beta\)-ensembleempirical distribution of eigenvaluesJacobi ensemble

Mathematics Subject Classification ID

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

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Cited In (27)

• Limit theorems for Jacobi ensembles with large parameters
• Some asymptotic properties of the spectrum of the Jacobi ensemble
• Scaling limits of Dyson's \(\beta\)-ensemble
• Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
• Approximation of rectangular beta-Laguerre ensembles and large deviations
• Limit theorems for biorthogonal ensembles and related combinatorial identities
• Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles
• General \(\beta\)-Jacobi corners process and the Gaussian free field
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• Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
• Talagrand inequality for the semicircular law and energy of the eigenvalues of beta ensembles
• Nonstandard limit theorems and large deviations for the Jacobi beta ensemble
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