Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles

DOI10.1007/s11464-020-0018-yzbMath1526.60008arXiv1807.03446OpenAlexW2860983616MaRDI QIDQ6058283

Yu Tao Ma, Xin Mei Shen

Publication date: 1 November 2023

Published in: Frontiers of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03446

zbMATH Keywords

Kullback-Leibler divergencetotal variation distancebeta-Laguerre ensemblesbeta-Jacobi ensembles

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Analysis of variance and covariance (ANOVA) (62J10) Limit theorems in probability theory (60F99)

Related Items (1)

Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures

Cites Work

• Limit theorems for beta-Jacobi ensembles
• How many entries of a typical orthogonal matrix can be approximated by independent normals?
• Approximation of rectangular beta-Laguerre ensembles and large deviations
• The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems
• Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• Matrix models for beta ensembles
• GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES
• Plot of CLT
• Some Non-Central Distribution Problems in Multivariate Analysis

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