The smallest eigenvalue distribution of the Jacobi unitary ensembles

DOI10.1002/MMA.7394MaRDI QIDQ4959178zbMATH OpenOpenAlexFDO

Authors Yang Chen, Shu-Lin Lyu

Publication date 10 September 2021

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

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

zbMATH Keywords

asymptotic expansionsBessel kernelFredholm determinantJacobi unitary ensemblesmallest eigenvalue distribution

Mathematics Subject Classification ID

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

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

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(4)

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• Cubature rules for unitary Jacobi ensembles
• Smallest eigenvalue distributions for two classes of {\(\beta\)}-Jacobi ensembles
• Smallest eigenvalue distribution of the fixed-trace Laguerre beta-ensemble

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