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arxiv: 1201.3055 · v1 · pith:B6RJSHCMnew · submitted 2012-01-15 · 🧮 math-ph · math.MP

Large deviation eigenvalue density for the soft edge Laguerre and Jacobi β-ensembles

classification 🧮 math-ph math.MP
keywords betadensitydeviationeigenvaluelaguerrelargeasymptoticedge
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We analyze the eigenvalue density for the Laguerre and Jacobi $\beta$-ensembles in the cases that the corresponding exponents are extensive. In particular, we obtain the asymptotic expansion up to terms $o(1)$, in the large deviation regime outside the limiting interval of support. As found in recent studies of the large deviation density for the Gaussian $\beta$-ensemble, and Laguerre $\beta$-ensemble with fixed exponent, there is a scaling from this asymptotic expansion to the right tail asymptotics for the distribution of the largest eigenvalue at the soft edge.

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