Limit theorems for Jacobi ensembles with large parameters

DOI10.2140/TUNIS.2021.3.843zbMATH Open1496.33010arXiv1905.07983OpenAlexW3209392733WikidataQ113727154 ScholiaQ113727154MaRDI QIDQ824988FDOQ824988

Authors: Kilian Hermann, Michael Voit 

Publication date: 17 December 2021

Published in: Tunisian Journal of Mathematics (Search for Journal in Brave)

Abstract: Consider Jacobi random matrix ensembles with the distributions ${\displaystyle }$c_{k_1,k_2,k_3}prod_{1leq i< j leq N}left(x_j-x_i ight)^{k_3}prod_{i=1}^N left(1-x_i ight)^{frac{k_1+k_2}{2}-frac{1}{2}}left(1+x_i ight)^{frac{k_2}{2}-frac{1}{2}} dx${\displaystyle }$ of the eigenvalues on the alcoves ${\displaystyle }$A:={xinmathbb R^N| > -1leq x_1le ...le x_Nleq 1}.${\displaystyle }$ For $(k_1,k_2,k_3)=kappacdot(a,b,1)$ with $a,b>0$ fixed, we derive a central limit theorem for the distributions above for $kappaoinfty$. The drift and the inverse of the limit covariance matrix are expressed in terms of the zeros of classical Jacobi polynomials. We also rewrite the CLT in trigonometric form and determine the eigenvalues and eigenvectors of the limit covariance matrices. These results are related to corresponding limits for $$-Hermite and $$-Laguerre ensembles for $$ by Dumitriu and Edelman and by Voit.

Full work available at URL: https://arxiv.org/abs/1905.07983

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zbMATH Keywords

central limit theoremsfreezingzeros of Jacobi polynomials\(\beta\)-Jacobi ensembleseigenvalues of covariance matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) (n)-body problems (70F10) Interacting particle systems in time-dependent statistical mechanics (82C22) Hypergeometric functions associated with root systems (33C67)

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Cited In (12)

• Limit theorems for biorthogonal ensembles and related combinatorial identities
• Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles
• Wigner- and Marchenko-Pastur-type limits for Jacobi processes
• On the differential equations of frozen Calogero-Moser-Sutherland particle models
• Nonstandard limit theorems and large deviations for the Jacobi beta ensemble
• Beta Jacobi ensembles and associated Jacobi polynomials
• Limit theorems for beta-Jacobi ensembles
• Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles
• Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
• Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures
• Freezing limits for Calogero–Moser–Sutherland particle models
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