English

On the extremal eigenvalues of Jacobi ensembles at zero temperature

Probability 2025-12-12 v2 Mathematical Physics Classical Analysis and ODEs math.MP

Abstract

For the β\beta-Hermite, Laguerre, and Jacobi ensembles of dimension NN there exist central limit theorems for the freezing case β\beta\to\infty such that the associated means and covariances can be expressed in terms of the associated Hermite, Laguerre, and Jacobi polynomials of order NN respectively as well as via the associated dual polynomials in the sense of de Boor and Saff. In this paper we derive limits for NN\to\infty for the covariances of the rNr\in\mathbb N largest (and smallest) eigenvalues for these frozen Jacobi ensembles in terms of Bessel functions. These results correspond to the hard edge analysis in the frozen Laguerre cases by Andraus and Lerner-Brecher and to known results for finite β\beta.

Keywords

Cite

@article{arxiv.2502.01369,
  title  = {On the extremal eigenvalues of Jacobi ensembles at zero temperature},
  author = {Kilian Hermann and Michael Voit},
  journal= {arXiv preprint arXiv:2502.01369},
  year   = {2025}
}

Comments

Some minor correction were added, and parts of the introduction were reorganized

R2 v1 2026-06-28T21:30:37.656Z