Abstract: Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the circular Jacobi -ensemble, which is a generalization of the Dyson circular -ensemble but equipped with an additional parameter , and further studied its limiting spectral measure. We calculate the scaling limits for expected products of characteristic polynomials of circular Jacobi -ensembles. For the fixed constant , the resulting limit near the spectrum singularity is proven to be a new multivariate function. When , the scaling limits in the bulk and at the soft edge agree with those of the Hermite (Gaussian), Laguerre (Chiral) and Jacobi -ensembles proved in the joint work with P Desrosiers "Asymptotics for products of characteristic polynomials in classical beta-ensembles", Constr. Approx. 39 (2014), arXiv:1112.1119v3. As corollaries, for even the scaling limits of point correlation functions for the ensemble are given. Besides, a transition from the spectrum singularity to the soft edge limit is observed as goes to infinity. The positivity of two special multivariate hypergeometric functions, which appear as one factor of the joint eigenvalue densities for spiked Jacobi/Wishart -ensembles and Gaussian -ensembles with source, will also be shown.
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Cited in
(17)- Operator level limit of the circular Jacobi \(\beta \)-ensemble
- Circular Jacobi ensembles and deformed Verblunsky coefficients
- Moments of traces of circular beta-ensembles
- Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble
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- Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles
- Loop equation analysis of the circular \(\beta\) ensembles
- Edge scaling of the \(\beta\)-Jacobi ensemble
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