Related papers: Limits for circular Jacobi beta-ensembles

The paper studies the global convergence of the block Jacobi me\-thod for symmetric matrices. Given a symmetric matrix $A$ of order $n$, the method generates a sequence of matrices by the rule $A^{(k+1)}=U_k^TA^{(k)}U_k$, $k\geq0$, where…

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…

We study the Jacobi unitary ensemble perturbed by an algebraic singularity at $t>1$. For fixed $t$, this is the modified Jacobi ensemble studied by Kuijlaars {\it{et al.}} The main focus here, however, is the case when the algebraic…

We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

We consider the beta-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all beta>0 for a general…

We construct a hierarchy of loop equations for invariant circular ensembles. These are valid for general classes of potentials and for arbitrary inverse temperatures $ {\rm Re}\,\beta>0 $ and number of eigenvalues $ N $. Using matching…

Any square complex matrix of size $n\times n$ can be partially characterized by its $n$ eigenvalues and/or $n$ singular values. While no one-to-one correspondence exists between those two kinds of values on a deterministic level, for random…

Let ${\bf P}_k^{(\alpha, \beta)} (x)$ be an orthonormal Jacobi polynomial of degree $k.$ We will establish the following inequality \begin{equation*} \max_{x \in [\delta_{-1},\delta_1]}\sqrt{(x- \delta_{-1})(\delta_1-x)}…

We study $\beta$-Jacobi diffusion processes on alcoves in $\mathbb R^N$, depending on 3 parameters. Using elementary symmetric functions, we present space-time-harmonic functions and martingales for these processes $(X_t)_{t\ge0}$ which are…

We study the perturbative power-series expansions of the eigenvalues and eigenvectors of a general tridiagonal (Jacobi) matrix of dimension d. The(small) expansion parameters are being the entries of the two diagonals of length d-1…

The soft and hard edge scaling limits of $\beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge…

We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…

The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…

We consider Hermite and Laguerre $\beta$-ensembles of large $N\times N$ random matrices. For all $\beta$ even, corrections to the limiting global density are obtained, and the limiting density at the soft edge is evaluated. We use the…

Fix a space dimension $d\ge 2$, parameters $\alpha > -1$ and $\beta \ge 1$, and let $\gamma_{d,\alpha, \beta}$ be the probability measure of an isotropic random vector in $\mathbb{R}^d$ with density proportional to \begin{align*}…

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…

We study the correlations of the celebrated Sine$_\beta$ point process. This point process arises as the bulk scaling limit of $\beta$-ensembles and has a geometric description through the Brownian carousel, as shown by Valk\'o and Vir\'ag…

In this contribution we consider the recent computation of the gauge coupling $\beta$-function at four loops and the Yukawa matrix $\beta$-function at three loops in the most general, renormalizable and four-dimensional quantum field…

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…