2012
DOI: 10.1088/1751-8113/45/14/145201
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Large deviation eigenvalue density for the soft edge Laguerre and Jacobi β-ensembles

Abstract: We analyze the eigenvalue density for the Laguerre and Jacobi β-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 β-ensemble, and Laguerre β-ensemble with fixed exponent, there is a scaling from this asymptotic expansion to the right tail asymptotics for the distribution of the … Show more

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Cited by 17 publications
(21 citation statements)
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“…Note that for w = 0 we recover the spectral density of the Jacobi ensemble, see e.g. [54,66,67]. As w varies from w * 1 to w * 2 , the charge density decreases at the center of the interval, eventually vanishing in λ = 1/2 at w = w * 2 .…”
Section: Figmentioning
confidence: 78%
“…Note that for w = 0 we recover the spectral density of the Jacobi ensemble, see e.g. [54,66,67]. As w varies from w * 1 to w * 2 , the charge density decreases at the center of the interval, eventually vanishing in λ = 1/2 at w = w * 2 .…”
Section: Figmentioning
confidence: 78%
“…[35] 4. If finite N corrections are taken into account, the density spreads over the full interval and presents an exponentionally small tail for x > b [28].…”
Section: 22mentioning
confidence: 99%
“…In two recent works by the author [21,20], the spectral densities for the Gaussian, Laguerre and Jacobi β-ensembles have been similarly formulated, and the corresponding asymptotics computed by recognizing that such averages can be interpreted as the characteristic function for the linear statistic V (x) = N l=1 log |x−λ l |. The significance of this is that for ME β,N (e −2βN λ ), which is the scaled Laguerre ensemble with a = 0, eigenvalue density ρ (1),N (t) supported to leading order on (0, 1), it is a known theorem [3] that…”
Section: Strategymentioning
confidence: 99%