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Nonstandard limit theorems and large deviation for beta -Jacobi ensembles with a different scaling
Published 28 Jul 2023 in math.PR | (2307.15321v1)
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.
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