Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble

DOI10.1137/080727944zbMath1197.60030arXiv0904.4091OpenAlexW2963905090MaRDI QIDQ3584123

Jan Nagel, Dette, Holger

Publication date: 19 August 2010

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.4091

zbMATH Keywords

orthogonal polynomialsrandom matricesstrong approximationsJacobi ensemblerandom \(F\)-matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

Related Items (7)

Limit theorems for beta-Jacobi ensembles ⋮ Nonstandard limit theorems and large deviations for the Jacobi beta ensemble ⋮ Approximation of rectangular beta-Laguerre ensembles and large deviations ⋮ Edge scaling of the \(\beta\)-Jacobi ensemble ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Random block matrices generalizing the classical Jacobi and Laguerre ensembles ⋮ Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble

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