Related papers: Beta Jacobi ensembles and associated Jacobi polyno…
In this paper we examine the zero and first order eigenvalue fluctuations for the $\beta$-Hermite and $\beta$-Laguerre ensembles, using the matrix models we described in \cite{dumitriu02}, in the limit as $\beta \to \infty$. We find that…
We characterize the atomic probability measure on $\mathbb{R}^d$ which having a finite number of atoms. We further prove that the Jacobi sequences associated to the multiple Hermite (resp. Laguerre, resp. Jacobi) orthogonal polynomials are…
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…
In this paper, we are concerned with Jacobi polynomials $P_n^{(\alpha,\beta)}(x)$ on the Bernstein ellipse with motivation mainly coming from recent studies of convergence rate of spectral interpolation. An explicit representation of…
For Y a subset of the complex plane,a beta ensemble is a sequence of probability measures on Y^n for n=1,2,3...depending on a real-valued continuous function Q and a real positive parameter beta.We consider the associated sequence of…
The family of circular Jacobi $\beta$ ensembles has a singularity of a type associated with Fisher and Hartwig in the theory of Toeplitz determinants. Our interest is in the Fourier transform of the corresponding bulk scaled spectral…
We consider $\beta$-Jacobi ensembles with parameters $p_1, p_2\geq n.$ We prove that the empirical measure of the rescaled Jacobi ensembles converges weakly to a modified Watcher law via the spectral measure method, which revisits the weak…
We study the asymptotic edge statistics of the Gaussian $\beta$-ensemble, a collection of $n$ particles, as the inverse temperature $\beta$ tends to zero as $n$ tends to infinity. In a certain decay regime of $\beta$, the associated extreme…
The Jacobi polynomials $\hat{P}_n^{(\alpha,\beta)}(x)$ conform the canonical family of hypergeometric orthogonal polynomials (HOPs) with the two-parameter weight function $(1-x)^\alpha (1+x)^\beta, \alpha,\beta>-1,$ on the interval…
The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…
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…
Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…
In this paper we study the orthogonality conditions satisfied by Jacobi polynomials $P_n^{(\alpha,\beta)}$ when the parameters $\alpha$ and $\beta$ are not necessarily $>-1$. We establish orthogonality on a generic closed contour on a…
We prove an operator level limit for the circular Jacobi $\beta$-ensemble. As a result, we characterize the counting function of the limit point process via coupled systems of stochastic differential equations. We also show that the…
We propose a method of quantization based on Hamilton-Jacobi theory in the presence of a random constraint due to the fluctuations of a set of hidden random variables. Given a Lagrangian, it reproduces the results of canonical quantization…
In this paper we commence the study of discrete harmonic analysis associated with Jacobi orthogonal polynomials of order $(\alpha,\beta)$. Particularly, we give the solution $W^{(\alpha,\beta)}_t$, $t\ge 0$, and some properties of the heat…
We study the orthogonal polynomials associated with the equilibrium measure, in logarithmic potential theory, living on the attractor of an Iterated Function System. We construct sequences of discrete measures, that converge weakly to the…
We study the hard edge limit of a multilevel extension of the Laguerre $\beta$-ensemble at zero temperature. In particular, we show that asymptotically the ensemble is given by Gaussians with covariance matrix expressible in terms of the…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…
We derive the joint probability distribution of the first two spectral moments for the G$\beta$E random matrix ensembles in N dimensions for any N. This is achieved by making use of two complementary invariants of the domain in…