Limit theorems for Jacobi ensembles with large parameters

DOI10.2140/TUNIS.2021.3.843MaRDI QIDQ824988zbMATH OpenOpenAlexWikidataFDO

Authors Kilian Hermann, Michael Voit

Publication date 17 December 2021

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

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

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)

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.

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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
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• Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles
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