Limit theorems for Jacobi ensembles with large parameters
Probability
2021-10-27 v2 Mathematical Physics
math.MP
Abstract
Consider Jacobi random matrix ensembles with the distributions of the eigenvalues on the alcoves For with fixed, we derive a central limit theorem for the distributions above for . The drift and the inverse of the limit covariance matrix are expressed in terms of the zeros of classical Jacobi polynomials. We also rewrite the CLT in trigonometric form and determine the eigenvalues and eigenvectors of the limit covariance matrices. These results are related to corresponding limits for -Hermite and -Laguerre ensembles for by Dumitriu and Edelman and by Voit.
Cite
@article{arxiv.1905.07983,
title = {Limit theorems for Jacobi ensembles with large parameters},
author = {Kilian Hermann and Michael Voit},
journal= {arXiv preprint arXiv:1905.07983},
year = {2021}
}
Comments
The presentation of the results is improved, and additional references are added