GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES
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Publication:4910892
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
Random matrices (probabilistic aspects) (60B20) Functional limit theorems; invariance principles (60F17)
Related Items (29)
On spectral measures of random Jacobi matrices ⋮ A unified fluctuation formula for one-cutβ-ensembles of random matrices ⋮ Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics ⋮ Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble ⋮ Gaussian fluctuations for products of random matrices ⋮ Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles ⋮ Tau-function theory of chaotic quantum transport with \(\beta = 1, 2, 4\) ⋮ Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles ⋮ Moments of the eigenvalue densities and of the secular coefficients ofβ-ensembles ⋮ General β-Jacobi Corners Process and the Gaussian Free Field ⋮ 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 ⋮ Large N expansions for the Laguerre and Jacobi β-ensembles from the loop equations ⋮ \(\beta\)-ensembles and higher genera Catalan numbers ⋮ On estimation in the reduced-rank regression with a large number of responses and predictors ⋮ Limit theorems for biorthogonal ensembles and related combinatorial identities ⋮ Beta Jacobi ensembles and associated Jacobi polynomials ⋮ On polynomials in spectral projections of spin operators ⋮ Rectangular Young tableaux and the Jacobi ensemble ⋮ A functional CLT for partial traces of random matrices ⋮ Differential identities for the structure function of some random matrix ensembles ⋮ Convergence of the empirical spectral distribution function of beta matrices ⋮ Spectral fluctuations for Schrödinger operators with a random decaying potential ⋮ Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients ⋮ Moments of random matrices and hypergeometric orthogonal polynomials ⋮ Relations between moments for the Jacobi and Cauchy random matrix ensembles ⋮ Linear differential equations for the resolvents of the classical matrix ensembles
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