Related papers: On the extremal eigenvalues of Jacobi ensembles at…

For ensembles of Hamiltonians that fall under the Dyson classification of random matrices with $\beta \in \{1,2,4\}$, the low-temperature mean entropy can be shown to vanish as $\langle S(T)\rangle\sim \kappa T^{\beta+1}$. A similar…

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…

The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$-dimensional Gaussian ensembles -- and of the corresponding Laguerre ensembles (Wishart distributions) for various regimes of the…

We consider the problem of the exact computation of the marginal eigenvalue distributions in the Laguerre and Jacobi $\beta$ ensembles. In the case $\beta=1$ this is a question of long standing in the mathematical statistics literature. A…

In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…

Beta Laguerre ensembles which are generalizations of Wishart ensembles and Laguerre ensembles can be realized as eigenvalues of certain random tridiagonal matrices. Analogous to the Wishart ($\beta=1$) case and the Laguerre ($\beta = 2$)…

Let $A$ be a finite set and $\phi:A^Z\to R$ be a locally constant potential. For each $\beta>0$ ("inverse temperature"), there is a unique Gibbs measure $\mu_{\beta\phi}$. We prove that, as $\beta\to+\infty$, the family…

We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed…

Motivated by the analogy between spectral moments of random matrices and associated zeta functions, we study inverse power trace moments of the Laguerre ensemble of dimension $N$ and inverse temperature parameter $\beta>0$. We consider a…

We study the limiting behavior of Gaussian beta ensembles in the regime where $\beta n = const$ as $n \to \infty$. The results are (1) Gaussian fluctuations for linear statistics of the eigenvalues, and (2) Poisson convergence of the bulk…

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 study the probability that all the eigenvalues of $n\times n$ Hermitian matrices, from the Laguerre unitary ensemble with the weight $x^{\gamma}\mathrm{e}^{-4nx},\;x\in[0,\infty),\;\gamma>-1$, lie in the interval $[0,\alpha]$. By using…

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 shall give bounds on the spacing of zeros of certain functions belonging to the Laguerre-Polya class and satisfying a second order differential equation. As a corollary we establish new sharp inequalities on the extreme zeros of the…

By applying the Euler--Rayleigh methods to a specific representation of the Jacobi polynomials as hypergeometric functions, we obtain new bounds for their largest zeros. In particular, we derive upper and lower bound for…

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…

We consider Laguerre polynomials $L_n^{(\alpha_n)}(nz)$ with varying negative parameters $\alpha_n$, such that the limit $A = -\lim_n \alpha_n/n$ exists and belongs to $(0,1)$. For $A > 1$, it is known that the zeros accumulate along an…

We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, symplectic and orthogonal ensembles. By expressing the MGF as Fredholm determinants of kernels of finite rank, we show that the mean and…

We consider the asymptotic limits where certain parameters in the definitions of the Laguerre and Jacobi ensembles diverge. In these limits, Dette, Imhof, and Nagel proved that up to a linear transformation, the joint probability…

The aim of this paper is to identify the limit in a high temperature regime of classical beta ensembles on the real line and related eigenvalue processes by using the Markov--Krein transform. We show that the limiting measure of Gaussian…