Related papers: Extreme eigenvalues of random matrices from Jacobi…
The six Painlev\'e transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the…
We consider Jacobi matrices $J$ whose parameters have the power asymptotics $\rho_n=n^{\beta_1} \left( x_0 + \frac{x_1}{n} + {\rm O}(n^{-1-\epsilon})\right)$ and $q_n=n^{\beta_2} \left( y_0 + \frac{y_1}{n} + {\rm O}(n^{-1-\epsilon})\right)$…
Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not…
We investigate the random eigenvalues coming from the beta-Laguerre ensemble with parameter p, which is a generalization of the real, complex and quaternion Wishart matrices of parameter (n,p). In the case that the sample size n is much…
We study the distribution of the eigenvalue condition numbers $\kappa_i=\sqrt{ (\mathbf{l}_i^* \mathbf{l}_i)(\mathbf{r}_i^* \mathbf{r}_i)}$ associated with real eigenvalues $\lambda_i$ of partially asymmetric $N\times N$ random matrices…
In \cite{Diaz} beta type I and II doubly singular distributions were introduced and their densities and the joint densities of nonzero eigenvalues were derived. In such matrix variate distributions $p$, the dimension of two singular Wishart…
Several examples of Jacobi matrices with an explicitly solvable spectral problem are worked out in detail. In all discussed cases the spectrum is discrete and coincides with the set of zeros of a special function. Moreover, the components…
A function $\mathfrak{F}$ with simple and nice algebraic properties is defined on a subset of the space of complex sequences. Some special functions are expressible in terms of $\mathfrak{F}$, first of all the Bessel functions of first…
In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…
We develop a method to compute the moments of the eigenvalue densities of matrices in the Gaussian, Laguerre and Jacobi ensembles for all the symmetry classes beta = 1,2, 4 and finite matrix dimension n. The moments of the Jacobi ensembles…
We study the behavior of eigenvalues of matrix P_N + Q_N where P_N and Q_N are two N -by-N random orthogonal projections. We relate the joint eigenvalue distribution of this matrix to the Jacobi matrix ensemble and establish the universal…
We introduce a two parameter ($\alpha, \beta>-1$) family of interacting particle systems with determinantal correlation kernels expressible in terms of Jacobi polynomials $\{ P^{(\alpha, \beta)}_k \}_{k \geq 0}$. The family includes…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
We point out that the transmission eigenvalue density and higher order correlation functions in chaotic cavities for an arbitrary number of incoming and outgoing leads $(N_1,N_2)$ are analytically known from the Jacobi ensemble of Random…
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…
We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…
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…
The theory of Barnes beta probability distributions is advanced and related to the Riemann xi function. The scaling invariance, multiplication formula, and Shintani factorization of Barnes multiple gamma functions are reviewed using the…
Let $X$ be a real $(\beta=1)$ or complex $(\beta=2)$ Ginibre ensemble. Let $\{\sigma_i\}_{1\le i\le n}$ be the eigenvalues of $X,$ and $Z_n$ be some rescaled version of $\max_i \Re \sigma_i.$ It was proved that $Z_n$ converges weakly to the…