Operator level limit of the circular Jacobi $beta$-ensemble


Abstract in English

We prove an operator level limit for the circular Jacobi $beta$-ensemble. As a result, we characterize the counting function of the limit point process via coupled systems of stochastic differential equations. We also show that the normalized characteristic polynomials converge to a random analytic function, which we characterize via the joint distribution of its Taylor coefficients at zero and as the solution of a stochastic differential equation system. We also provide analogous results for the real orthogonal $beta$-ensemble.

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