Approximation of Beta-Jacobi ensembles by Beta-Laguerre ensembles

Yutao Ma, Xinmei Shen

Let $\lambda$ and $\mu$ be beta-Jacobi and beta-Laguerre ensembles with joint density function $f_{\beta ,m,a_1,a_2}$ and $f_{\beta ,m,a_1}$, respectively. Here $\beta >0$ and $a_1,a_2$ and $m$ sat…