Extreme eigenvalues of random matrices from Jacobi ensembles

Two-term asymptotic formulæ for the probability distribution functions for the smallest eigenvalue of the Jacobi β-Ensembles are derived for matrices of large size in the regime where β > 0 is arbitrary and one of the model parameters α1 is an integer. By a straightforward transformation this lea...

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Bibliographic Details
Main Author: Brian Winn
Format: Default Article
Published: 2024
Subjects:
Online Access:https://hdl.handle.net/2134/26413675.v1
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