English

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 β\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 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 β\beta-ensemble.

Keywords

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

R2 v1 2026-06-24T05:23:56.319Z