Extreme eigenvalues of random matrices from Jacobi ensembles

DOI10.1063/5.0199552zbMATH Open1548.15031MaRDI QIDQ6619670

Publication date: 16 October 2024

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Appell, Horn and Lauricella functions (33C65) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

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