GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES

DOI10.1142/S201032631250013XzbMath1268.60009arXiv1203.6103MaRDI QIDQ4910892

Elliot Paquette, Ioana Dumitriu

Publication date: 13 March 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.6103

zbMATH Keywords

eigenvalues; random matrices; tridiagonal matrices; linear statistics; fluctuation limits; Jacobi ensemble

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

60F17: Functional limit theorems; invariance principles

Related Items

Large N expansions for the Laguerre and Jacobi β-ensembles from the loop equations, Relations between moments for the Jacobi and Cauchy random matrix ensembles, Linear differential equations for the resolvents of the classical matrix ensembles, Gaussian fluctuations for products of random matrices, Rectangular Young tableaux and the Jacobi ensemble, Moments of the eigenvalue densities and of the secular coefficients ofβ-ensembles, Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles, Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures, Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes, Large deviations for top eigenvalues of \(\beta\)-Jacobi ensembles at scaling temperatures, Tau-function theory of chaotic quantum transport with \(\beta = 1, 2, 4\), Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles, On estimation in the reduced-rank regression with a large number of responses and predictors, On spectral measures of random Jacobi matrices, Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics, Limit theorems for biorthogonal ensembles and related combinatorial identities, A functional CLT for partial traces of random matrices, Differential identities for the structure function of some random matrix ensembles, Spectral fluctuations for Schrödinger operators with a random decaying potential, Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble, Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles, Beta Jacobi ensembles and associated Jacobi polynomials, On polynomials in spectral projections of spin operators, Moments of random matrices and hypergeometric orthogonal polynomials, Convergence of the empirical spectral distribution function of beta matrices, Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients, General β-Jacobi Corners Process and the Gaussian Free Field, A unified fluctuation formula for one-cutβ-ensembles of random matrices

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