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The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

Probability · Mathematics 2024-01-24 B. Winn

In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability…

Probability · Mathematics 2022-05-24 Patrick Cheridito , Pierre Patie , Anna Srapionyan , Aditya Vaidyanathan

The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge weakly to a limit distribution which is the semicircle…

Probability · Mathematics 2017-10-12 Trinh Khanh Duy

In the present work we consider off-diagonal Jacobi matrices with uncertainty in the position of sparse perturbations. We prove (Theorem 3.2) that the sequence of Pr\"ufer angles (\theta_{k}^{\omega})_{k\geq 1} is u.d mod \pi for all \phi…

Spectral Theory · Mathematics 2011-11-08 S. L. Carvalho , D. H. U. Marchetti , W. F. Wreszinski

In this paper, we study the probability density function, $\mathbb{P}(c,\alpha,\beta, n)\,dc$, of the center of mass of the finite $n$ Jacobi unitary ensembles with parameters $\alpha\,>-1$ and $\beta >-1$; that is the probability that…

Classical Analysis and ODEs · Mathematics 2024-09-24 Longjun Zhan , Gordon Blower , Yang Chen , Mengkun Zhu

In this paper we give an example of uniform convergence of the sequence of column vectors $\displaystyle{A_1\dots A_nV\over\left\Vert A_1\dots A_nV\right\Vert}$, $A_i\in\{A,B,C\}$, $A,B,C$ being some $(0,1)$-matrices of order $7$ with much…

Dynamical Systems · Mathematics 2014-12-31 Éric Olivier , Alain Thomas

Using a Coulomb gas approach, we compute the generating function of the covariances of power traces for one-cut $\beta$-ensembles of random matrices in the limit of large matrix size. This formula depends only on the support of the spectral…

Mathematical Physics · Physics 2015-07-23 Fabio Deelan Cunden , Francesco Mezzadri , Pierpaolo Vivo

In this paper we propose a resolution to the problem of $\beta$-deforming the non-Gaussian monomial matrix models. The naive guess of substituting Schur polynomials with Jack polynomials does not work in that case, therefore, we are forced…

High Energy Physics - Theory · Physics 2024-07-29 V. Mishnyakov , I. Myakutin

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the…

Classical Analysis and ODEs · Mathematics 2017-02-15 Vincent X. Genest , Satoshi Tsujimoto , Luc Vinet , Alexei Zhedanov

We study Jacobi matrices on trees whose coefficients are generated by multiple orthogonal polynomials. Hilbert space decomposition into an orthogonal sum of cyclic subspaces is obtained. For each subspace, we find generators and the…

Classical Analysis and ODEs · Mathematics 2022-02-01 Sergey A. Denisov , Maxim L. Yattselev

We relate asymptotics of Jacobi parameters to asymptotics of the spectral weights near the edges. Typical of our results is that for $a_n\equiv 1$, $b_n =-C n^{-\beta}$ ($0<\beta< \frac23)$, one has $d\mu(x)= w(x) dx$ on $(-2,2)$, and near…

Spectral Theory · Mathematics 2007-11-20 Yury Kreimer , Yoram Last , Barry Simon

In a high temperature regime, it was shown in Trinh--Trinh (\emph{J.\ Stat.\ Phys.}\ \textbf{185}(1), Paper No.\ 4, 15 (2021)) that the empirical distribution of beta Jacobi ensembles converges to a limiting probability measure which is…

Probability · Mathematics 2023-05-23 Fumihiko Nakano , Hoang Dung Trinh , Khanh Duy Trinh

We establish some exact asymptotic results for a matching problem with respect to a family of beta distributions. Let $X_1, \ldots, X_n$ be independent random variables with common distribution the symmetric Jacobi measure $d\mu (x) = C_d…

Probability · Mathematics 2019-11-26 Jiexiang Zhu

Let $\theta_1,\ldots,\theta_n$ be random variables from Dyson's circular $\beta$-ensemble with probability density function $\operatorname {Const}\cdot\prod_{1\leq j<k\leq n}|e^{i\theta_j}-e^{i\theta _k}|^{\beta}$. For each $n\geq2$ and…

Probability · Mathematics 2015-12-23 Tiefeng Jiang , Sho Matsumoto

Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The paper deals with beta Jacobi ensembles, the type with the Jacobi…

Probability · Mathematics 2021-10-05 Hoang Dung Trinh , Khanh Duy Trinh

For arbitrary $\beta > 0$, we use the orthogonal polynomials techniques developed by R. Killip and I. Nenciu to study certain linear statistics associated with the circular and Jacobi $\beta$ ensembles. We identify the distribution of these…

Probability · Mathematics 2009-11-13 E. Ryckman

In this paper we study a weighted histopolation problem on $[-1,1]$ associated with Jacobi weights. In the first part of the present work we prove results in approximation theory, while in the second we analyze the resulting matrices from…

Numerical Analysis · Mathematics 2026-05-25 Allal Guessab , Federico Nudo , Stefano Serra-Capizzano

We consider continuous cocycles arising from CMV and Jacobi matrices. Assuming the Verblunsky and Jacobi coefficients arise from generalized skew-shifts, we prove that uniform hyperbolicity of the associated cocycles is $C^0$-dense. This…

Dynamical Systems · Mathematics 2019-11-04 Hyunkyu Jun