The smallest eigenvalue distribution of the Jacobi unitary ensembles

DOI10.1002/MMA.7394zbMATH Open1472.60011arXiv2003.04911OpenAlexW3010723806MaRDI QIDQ4959178FDOQ4959178

Yang Chen, Shu-Lin Lyu

Publication date: 10 September 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Abstract: In the hard edge scaling limit of the Jacobi unitary ensemble generated by the weight $$, the probability that all eigenvalues of Hermitian matrices from this ensemble lie in the interval $[t,1]$ is given by the Fredholm determinant of the Bessel kernel. We derive the constant in the asymptotics of this Bessel-kernel determinant. A specialization of the results gives the constant in the asymptotics of the probability that the interval $(-a,a),a>0,$ is free of eigenvalues in the Jacobi unitary ensemble with the symmetric weight $$.

Full work available at URL: https://arxiv.org/abs/2003.04911

zbMATH Keywords

asymptotic expansionsBessel kernelJacobi unitary ensemblesmallest eigenvalue distributionFredholm determinant

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Asymptotic expansions of solutions to ordinary differential equations (34E05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Cited In (2)

• Smallest eigenvalue distribution of the fixed-trace Laguerre beta-ensemble
• Cubature rules for unitary Jacobi ensembles

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