Jacobi Ensemble, Hurwitz Numbers and Wilson Polynomials

We express the topological expansion of the Jacobi Unitary Ensemble in terms of triple monotone Hurwitz numbers. This completes the combinatorial interpretation of the topological expansion of the classical unitary invariant matrix ensembles. We also provide effective formulæ for generating functions of multipoint correlators of the Jacobi Unitary Ensemble in terms of Wilson polynomials, generalizing the known relations between one point correlators and Wilson polynomials.

Rectangular Young tableaux and the Jacobi ensemble

International audience It has been shown by Pittel and Romik that the random surface associated with a large rectangular Youngtableau converges to a deterministic limit. We study the fluctuations from this limit along the edges of the rectangle.We show that in the corner, these fluctuations are gaussian whereas, away from the corner and when the rectangle isa square, the fluctuations are given by the Tracy-Widom distribution. Our method is based on a connection with theJacobi ensemble.

Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble

We continue to explore the connections between large deviations for objects coming from random matrix theory and sum rules. This connection was established in [Sum rules via large deviations, J. Funct. Anal. 270(2) (2016) 509–559] for spectral measures of classical ensembles (Gauss–Hermite, Laguerre, Jacobi) and it was extended to spectral matrix measures of the Hermite and Laguerre ensemble in [Sum rules and large deviations for spectral matrix measures, Bernoulli 25(1) (2018) 712–741]. In this paper, we consider the remaining case of spectral matrix measures of the Jacobi ensemble. Our main results are a large deviation principle for such measures and a sum rule for matrix measures with reference measure the Kesten–McKay law. As an important intermediate step, we derive the distribution of matricial canonical moments of the Jacobi ensemble.

Nonstandard limit theorems and large deviations for the Jacobi beta ensemble

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.

GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES

We study the global fluctuations for linear statistics of the form [Formula: see text] as n → ∞, for C1 functions f, and λ1, …, λn being the eigenvalues of a (general) β-Jacobi ensemble. The fluctuation from the mean [Formula: see text] turns out to be given asymptotically by a Gaussian process. We compute the covariance matrix for the process and show that it is diagonalized by a shifted Chebyshev polynomial basis; in addition, we analyze the deviation from the predicted mean for polynomial test functions, and we obtain a law of large numbers.