Operator level limit of the circular Jacobi $\beta$-ensemble
Probability
2021-08-26 v1
Abstract
We prove an operator level limit for the circular Jacobi -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 normalized characteristic polynomials converge to a random analytic function, which we characterize via the joint distribution of its Taylor coefficients at zero and as the solution of a stochastic differential equation system. We also provide analogous results for the real orthogonal -ensemble.
Cite
@article{arxiv.2108.11039,
title = {Operator level limit of the circular Jacobi $\beta$-ensemble},
author = {Yun Li and Benedek Valkó},
journal= {arXiv preprint arXiv:2108.11039},
year = {2021}
}
Comments
40 pages, no figures