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math.PRMar 26, 2012
16
citations (OpenAlex)
authors
  • Diane Holcomb
  • Gregorio R. Moreno Flores
institutions
  • University of Wisconsin–Madison
arXiv abstractPDF
paper

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 β-ensemble
  • Limit Theorems for Beta-Jacobi Ensembles
  • Some asymptotic properties of the spectrum of the Jacobi ensemble

Cited by in corpus (3)

  • Linear Differential Equations for the Resolvents of the Classical Matrix Ensembles
  • Asymptotics for products of characteristic polynomials in classical β-Ensembles
  • A convergence framework for Airyβ​ line ensemble via pole evolution
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