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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

Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{\delta,\beta}^{(n)} \prod_{1\leq…

Probability · Mathematics 2010-01-11 Paul Bourgade , Ashkan Nikeghbali , Alain Rouault

We study the scaling limit of the rank-one truncation of various beta ensemble generalizations of classical unitary/orthogonal random matrices: the circular beta ensemble, the real orthogonal beta ensemble, and the circular Jacobi beta…

Probability · Mathematics 2023-10-24 Yun Li , Benedek Valkó

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…

Probability · Mathematics 2014-01-14 Thomas Bloom

We prove that the fluctuations of mesocopic linear statistics for orthogonal polynomial ensembles are universal in the sense that two measures with asymptotic recurrence coefficients have the same asymptotic mesoscopic fluctuations (under…

Probability · Mathematics 2016-01-27 J. Breuer , M. Duits

Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…

Classical Analysis and ODEs · Mathematics 2007-05-23 A. Martinez-Finkelshtein , R. Orive

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

We study Nevai's condition from the theory of orthogonal polynomials on the real line. We prove that a large class of measures with unbounded Jacobi parameters satisfies Nevai's condition locally uniformly on the support of the measure away…

Classical Analysis and ODEs · Mathematics 2026-02-06 Grzegorz Świderski

Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…

Mathematical Physics · Physics 2020-09-01 Peter J. Forrester , Shi-Hao Li , Allan K. Trinh

In this paper, we prove a large deviation principle for the empirical measures of a system of weakly interacting diffusion with reflection. We adopt the weak convergence approach. To make this approach work, we show that the sequence of…

Probability · Mathematics 2023-04-04 Ping Cheng , Rong Wei , Tusheng Zhang

Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with certain block structures, and establish a CLT for the corresponding linear spectral statistics via the large-deviation bounds from local law and…

Probability · Mathematics 2021-10-26 Zhenggang Wang , Jianfeng Yao

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

We study the Circular and Jacobi $\beta$-Ensembles and prove Gaussian fluctuations for the number of points in one or more intervals in the macroscopic scaling limit.

Probability · Mathematics 2007-05-23 Rowan Killip

In the classical $\beta$-ensembles of random matrix theory, setting $\beta = 2 \alpha/N$ and taking the $N \to \infty$ limit gives a statistical state depending on $\alpha$. Using the loop equations for the classical $\beta$-ensembles, we…

Probability · Mathematics 2021-07-19 Peter J. Forrester , Guido Mazzuca

We extend our results on the fluctuation of the pair counting statistic of the Circular Beta Ensemble $\sum_{i\neq j}f(L_N(\theta_i-\theta_j))$ for arbitrary $\beta>0$ in the mesoscopic regime $L_N=O(N^{2/3-\epsilon})$.

Probability · Mathematics 2021-11-18 Ander Aguirre , Alexander Soshnikov

We study the double scaling limit for unitary invariant ensembles of random matrices with non analytic potentials and find the asymptotic expansion for the entries of the corresponding Jacobi matrix. Our approach is based on the…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Shcherbina

The correspondence principle suggests that quantum systems grow classical when large. Classical systems cannot violate Bell inequalities. Yet agents given substantial control can violate Bell inequalities proven for large-scale systems. We…

Quantum Physics · Physics 2021-02-10 Adam Bene Watts , Nicole Yunger Halpern , Aram Harrow

We consider discrete $\beta$-ensembles, as introduced by Borodin, Gorin and Guionnet in (Publications math{\' e}matiques de l'IH{\' E}S 125, 1-78, 2017). Under general assumptions, we establish a large deviation principle for the empirical…

Probability · Mathematics 2022-05-06 Evgeni Dimitrov , Hengzhi Zhang

A parametric reconstruction of the jerk parameter, the third order derivative of the scale factor expressed in a dimensionless way, has been discussed. Observational constraints on the model parameters have been obtained by Maximum…

General Relativity and Quantum Cosmology · Physics 2016-03-23 Ankan Mukherjee , Narayan Banerjee

In this paper universality limits are studied in connection with measures which exhibit power-type singular behavior somewhere in their support. We extend the results of Lubinsky for Jacobi measures supported on $ [-1,1] $ to generalized…

Classical Analysis and ODEs · Mathematics 2016-05-16 Tivadar Danka