Operator level limit of the circular Jacobi -ensemble
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Operator level limit of the circular Jacobi \(\beta \)-ensemble
Operator level limit of the circular Jacobi \(\beta \)-ensemble
Abstract: We prove an operator level limit for the circular Jacobi -ensemble. As a result, we characterize the counting function of the limit point process via coupled systems of stochastic differential equations. We also show that the normalized characteristic polynomials converge to a random analytic function, which we characterize via the joint distribution of its Taylor coefficients at zero and as the solution of a stochastic differential equation system. We also provide analogous results for the real orthogonal -ensemble.
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Cited in
(7)- Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
- Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble
- Limit Operators for Circular Ensembles
- Limits for circular Jacobi beta-ensembles
- Edge limits of truncated circular beta ensembles
- Operator limit of the circular beta ensemble
- Linear statistics of point processes via orthogonal polynomials
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