Edge scaling of the β-Jacobi ensemble

Mathematics – Probability

Scientific paper

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Scientific paper

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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