Edge scaling of the β-Jacobi ensemble
classification
🧮 math.PR
keywords
beta-jacobiensemblepointprocessesscalingairybesselbeta
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We study the scaling limit of the spectrum of the \beta-Jacobi ensemble at the soft-edge and hard-edge for general values of \beta. We show that the limiting point processes correspond respectively to the stochastic Airy and Bessel point processes introduced in Ramirez-Rider-Virag and Ramirez-Rider.
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