Nonstandard limit theorems and large deviation for beta -Jacobi ensembles with a different scaling
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.
- Publication:
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arXiv e-prints
- Pub Date:
- July 2023
- DOI:
- arXiv:
- arXiv:2307.15321
- Bibcode:
- 2023arXiv230715321M
- Keywords:
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- Mathematics - Probability
- E-Print:
- 23 pages