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.
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Cited in
(33)- Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
- Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures
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