Global and local scaling limits for linear eigenvalue statistics of Jacobi -ensembles

DOI10.1007/978-3-031-13851-5_23MaRDI QIDQ6123595zbMATH OpenOpenAlexFDO

Authors

Publication date 5 April 2024

Published in Toeplitz Operators and Random Matrices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.05661

zbMATH Keywords

Bessel kernelJacobi \(\beta\)-ensembleslinear eigenvalue statisticsmean and variancemoment-generating functionsine kernel

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random matrices (probabilistic aspects) (60B20)

Abstract: We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, symplectic and orthogonal ensembles. By expressing the MGF as Fredholm determinants of kernels of finite rank, we show that the mean and variance of the suitably scaled linear statistics in these Jacobi ensembles are related to the sine kernel in the bulk of the spectrum, whereas they are related to the Bessel kernel at the (hard) edge of the spectrum. The relation between the Jacobi symplectic/orthogonal ensemble (JSE/JOE) and the Jacobi unitary ensemble (JUE) is also established.

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