Limit theorems for Jacobi ensembles with large parameters
نویسندگان
چکیده
Consider Jacobi random matrix ensembles with the distributions $$c_{k_1,k_2,k_3}\prod_{1\leq i< j \leq N}\left(x_j-x_i\right)^{k_3}\prod_{i=1}^N \left(1-x_i\right)^{\frac{k_1+k_2}{2}-\frac{1}{2}}\left(1+x_i\right)^{\frac{k_2}{2}-\frac{1}{2}} dx$$ of eigenvalues on alcoves $$A:=\{x\in\mathbb R^N| \> -1\leq x_1\le ...\le x_N\leq 1\}.$$ For $(k_1,k_2,k_3)=\kappa\cdot (a,b,1)$ $a,b>0$ fixed, we derive a central limit theorem for above $\kappa\to\infty$. The drift and inverse covariance are expressed in terms zeros classical polynomials. We also rewrite CLT trigonometric form determine eigenvectors matrices. These results related to corresponding limits $\beta$-Hermite $\beta$-Laguerre $\beta\to\infty$ by Dumitriu Edelman Voit.
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ژورنال
عنوان ژورنال: Tunisian journal of mathematics
سال: 2021
ISSN: ['2576-7666', '2576-7658']
DOI: https://doi.org/10.2140/tunis.2021.3.843