pith. sign in

arxiv: 1811.06311 · v1 · pith:MJTDFJ7Qnew · submitted 2018-11-15 · 🧮 math.PR

Sum rules and large deviations for spectral matrix measures in the Jacobi ensemble

classification 🧮 math.PR
keywords matrixmeasuresensemblejacobispectrallargedeviationslaguerre
0
0 comments X
read the original abstract

We continue to explore the connections between large deviations for objects coming from random matrix theory and sum rules. This connection was established in [17] for spectral measures of classical ensembles (Gauss-Hermite, Laguerre, Jacobi) and it was extended to spectral matrix measures of the Hermite and Laguerre ensemble in [20]. In this paper, we consider the remaining case of spectral matrix measures of the Jacobi ensemble. Our main results are a large deviation principle for such measures and a sum rule for matrix measures with reference measure the Kesten-McKay law. As an important intermediate step, we derive the distribution of canonical moments of the matrix Jacobi ensemble.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.