Center of mass distribution of the Jacobi unitary ensembles: Painleve V, asymptotic expansions

Abstract

In this paper, we study the probability density function, $\mathbb{P}(c,\hat{I}\pm ,{\hat{I}}^2,n)dc$, of the center of mass of the finite $n$ Jacobi unitary ensembles with parameters $\hat{I}\pm >-1$ and ${\hat{I}}^2>-1$; that is the probability that $\mathrm{tr}{M}_n\in (c,c+dc),$ where $M_n$ are $n\times n$ matrices drawn from the unitary Jacobi ensembles. We first compute the exponential moment generating function of the linear statistics ${\sum }_{j=1}^{n}f(x_j):={\sum }_{j=1}^n{x}_j,$ denoted by ${\mathcal{M}}_f(\hat{I}»,\hat{I}\pm ,{\hat{I}}^2,n)$.