2,318 research outputs found
Limits for circular Jacobi beta-ensembles
Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the
circular Jacobi -ensemble, which is a generalization of the Dyson
circular -ensemble but equipped with an additional parameter , and
further studied its limiting spectral measure. We calculate the scaling limits
for expected products of characteristic polynomials of circular Jacobi
-ensembles. For the fixed constant , the resulting limit near the
spectrum singularity is proven to be a new multivariate function. When , the scaling limits in the bulk and at the soft edge agree with those of
the Hermite (Gaussian), Laguerre (Chiral) and Jacobi -ensembles proved
in the joint work with P Desrosiers "Asymptotics for products of characteristic
polynomials in classical beta-ensembles", Constr. Approx. 39 (2014),
arXiv:1112.1119v3. As corollaries, for even the scaling limits of point
correlation functions for the ensemble are given. Besides, a transition from
the spectrum singularity to the soft edge limit is observed as goes to
infinity. The positivity of two special multivariate hypergeometric functions,
which appear as one factor of the joint eigenvalue densities for spiked
Jacobi/Wishart -ensembles and Gaussian -ensembles with source,
will also be shown.Comment: 26 page
On Explicit Probability Densities Associated with Fuss-Catalan Numbers
In this note we give explicitly a family of probability densities, the
moments of which are Fuss-Catalan numbers. The densities appear naturally in
random matrices, free probability and other contexts.Comment: 4 page
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