Limit Theorems for β-Laguerre and β-Jacobi Ensembles

Naqi Huang, Yutao Ma*

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
11 Downloads (Pure)

Abstract

We use tridiagonal models to study the limiting behavior of β-Laguerre and β-Jacobi ensembles, focusing on the limiting behavior of the extremal eigenvalues and the central limit theorem for the two ensembles. For the central limit theorem of β-Laguerre ensembles, we follow the idea in [1] while giving a modified version for the generalized case. Then we use the total variation distance between the two sorts of ensembles to obtain the limiting behavior of β-Jacobi ensembles.

Original languageEnglish
Pages (from-to)2025-2039
Number of pages15
JournalActa Mathematica Scientia
Volume42
Issue number5
DOIs
Publication statusPublished - 2022

Bibliographical note

Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care
Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

Keywords

  • 15B52
  • 60B20
  • 60F10
  • beta-ensembles
  • central limit theorem
  • largest and smallest eigenvalues
  • total variation distance

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