The Smallest Eigenvalue Distribution of the Jacobi Unitary Ensembles
Mathematical Physics
2021-07-28 v2 math.MP
Abstract
In the hard edge scaling limit of the Jacobi unitary ensemble generated by the weight , the probability that all eigenvalues of Hermitian matrices from this ensemble lie in the interval is given by the Fredholm determinant of the Bessel kernel. We derive the constant in the asymptotics of this Bessel-kernel determinant. A specialization of the results gives the constant in the asymptotics of the probability that the interval is free of eigenvalues in the Jacobi unitary ensemble with the symmetric weight .
Keywords
Cite
@article{arxiv.2003.04911,
title = {The Smallest Eigenvalue Distribution of the Jacobi Unitary Ensembles},
author = {Shulin Lyu and Yang Chen},
journal= {arXiv preprint arXiv:2003.04911},
year = {2021}
}
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19 pages