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Nonstandard limit theorems and large deviation for beta -Jacobi ensembles with a different scaling
- Publication Year :
- 2023
-
Abstract
- We consider $\beta$-Jacobi ensembles with parameters $p_1, p_2\geq n.$ We prove that the empirical measure of the rescaled Jacobi ensembles converges weakly to a modified Watcher law via the spectral measure method, which revisits the weak limits obtained in \cite{MaLDPJ} while replacing the condition $\beta n\!>\!> \log n$ by $\beta n\!>\!>1.$ We also provide the central limit theorem and the large deviation for the corresponding rescaled spectral measure.<br />Comment: 23 pages
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2307.15321
- Document Type :
- Working Paper