Extreme Eigenvalue Distributions of Jacobi Ensembles: New Exact Representations, Asymptotics and Finite Size Corrections

Laureano Moreno-Pozas, David Morales-Jimenez, Matthew R. McKay

Let ${\mathbf{W}}_1$ and ${\mathbf{W}}_2$ be independent $n\times n$ complex central Wishart matrices with $m_1$ and $m_2$ degrees of freedom respectively. This paper is concerned with…