Edge scaling of the β-Jacobi ensemble
arXiv:1203.4170 · doi:10.1007/s10955-012-0634-3
Abstract
We study the scaling limit of the spectrum of the β-Jacobi ensemble at the soft-edge and hard-edge for general values of β. We show that the limiting point processes correspond respectively to the stochastic Airy and Bessel point processes introduced in Ramirez-Rider-Virag and Ramirez-Rider.
Minor changes
References in corpus (9)
- From Random Matrices to Stochastic Operators
- Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy--Widom limits and rates of convergence
- Limits of spiked random matrices I
- Product of random projections, Jacobi ensembles and universality problems arising from free probability
- Diffusion at the random matrix hard edge
- Matrix models for circular ensembles
- Tridiagonal realization of the anti-symmetric Gaussian -ensemble
- Limit Theorems for Beta-Jacobi Ensembles
- Some asymptotic properties of the spectrum of the Jacobi ensemble