Limits for circular Jacobi beta-ensembles

DOI10.1016/J.JAT.2016.11.005zbMATH Open1364.60016arXiv1408.0486OpenAlexW2963923055MaRDI QIDQ505894FDOQ505894

Authors: Dangzheng Liu 

Publication date: 26 January 2017

Published in: Journal of Approximation Theory (Search for Journal in Brave)

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 $b$, and further studied its limiting spectral measure. We calculate the scaling limits for expected products of characteristic polynomials of circular Jacobi $$-ensembles. For the fixed constant $b$, the resulting limit near the spectrum singularity is proven to be a new multivariate function. When $$, 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 $b$ 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.

Full work available at URL: https://arxiv.org/abs/1408.0486

Recommendations

• Beta Jacobi ensembles and associated Jacobi polynomials
• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles
• Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
• Moments of traces of circular beta-ensembles

zbMATH Keywords

random matrix theoryhypergeometric functionsJack polynomialsbeta-ensemblesJacobi ensembleslocal limits law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Elliptic integrals as hypergeometric functions (33C75)

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Cited In (17)

• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• Moments of traces of circular beta-ensembles
• Circular Jacobi ensembles and deformed Verblunsky coefficients
• Densities of the extreme eigenvalues of Beta-MANOVA matrices
• Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble
• Dimension results for the spectral measure of the circular \(\beta\) ensembles
• Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
• Relations between moments for the Jacobi and Cauchy random matrix ensembles
• Classical skew orthogonal polynomials in a two-component log-gas with charges \(+1\) and \(+2\)
• Limit Operators for Circular Ensembles
• Jacobi beta ensemble and \(b\)-Hurwitz numbers
• Singular values for products of two coupled random matrices: hard edge phase transition
• Expanding the Fourier transform of the scaled circular Jacobi \(\beta\) ensemble density
• Beta Jacobi ensembles and associated Jacobi polynomials
• 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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