Year: 2013
Type: preprint
Abstract: In this paper we show weak convergence of the empirical eigenvalue distribution and of the weighted spectral measure of the Jacobi ensemble, when one or both parameters grow faster than the dimension $n$. In these cases the limit measure is given by the Marchenko-Pastur law and the semicircle law, respectively. For the weighted spectral measure we also prove large deviation principles under this scaling, where the rate functions are those of the other classical ensembles.
Source: arXiv (Cornell University)
Author: Nagel, Jan
Institution: Technical University of Munich
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2950375343