Operator level limit of the circular Jacobi β-ensemble

DOI10.1142/S2010326322500435zbMath1504.60014arXiv2108.11039WikidataQ114071585 ScholiaQ114071585MaRDI QIDQ5041698

Yun Li, Benedek Valkó

Publication date: 14 October 2022

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

Full work available at URL: https://arxiv.org/abs/2108.11039

zbMATH Keywords

random matricesVerblunsky coefficientscircular Jacobi beta-ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) General theory of ordinary differential operators (47E05) Random linear operators (47B80)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hard edge tail asymptotics
• The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
• Limits for circular Jacobi beta-ensembles
• Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices
• Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities
• Operator limit of the circular beta ensemble
• Continuum limits of random matrices and the Brownian carousel
• Diffusion at the random matrix hard edge
• A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\)
• Exponential functionals of Brownian motion. II: Some related diffusion processes
• Large gaps between random eigenvalues
• Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles
• Measures on infinite dimensional Grassmann manifolds
• Spectral theory of ordinary differential operators
• The Hoffman-Wielandt inequality in infinite dimensions
• The limiting characteristic polynomial of classical random matrix ensembles
• Edge scaling of the \(\beta\)-Jacobi ensemble
• The random matrix hard edge: rare events and a transition
• Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble
• The \(\mathrm{Sine}_{\beta}\) operator
• Correlations for the Cauchy and generalized circular ensembles with orthogonal and symplectic symmetry
• Circular Jacobi Ensembles and Deformed Verblunsky Coefficients
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
• The boundary of the orbital beta process
• A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration
• Infinite random matrices and ergodic measures