4.5 Article

LARGE DEVIATIONS FOR TOP EIGENVALUES OF β-JACOBI ENSEMBLES AT SCALING TEMPERATURES

Journal

ACTA MATHEMATICA SCIENTIA
Volume 43, Issue 4, Pages 1767-1780

Publisher

SPRINGER
DOI: 10.1007/s10473-023-0418-7

Keywords

beta-Jacobi ensemble; large deviation; Wachter law; extremal eigenvalue

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This paper investigates the properties of beta-Jacobi ensembles under certain conditions. It provides the large deviation of p1+p2/p1 max(1 <= i <= n) lambda i when gamma > 0, and the large deviation of the corresponding empirical measure and a direct estimate when gamma = 0.
Let lambda = (lambda(1), center dot center dot center dot, lambda(n)) be beta-Jacobi ensembles with parameters p(1), p(2), n and beta, with beta varying with n. Set gamma = lim(n ->infinity) n/p1 and sigma = lim(n ->infinity) p1/p2. Suppose that lim(n ->infinity) log n/beta n = 0 and 0 <= sigma gamma < 1. We offer the large deviation for p1+p2/p1 max(1 <= i <= n) lambda i when gamma > 0 via the large deviation of the corresponding empirical measure and via a direct estimate, respectively, when gamma = 0

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