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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.
We provide a precise coupling of the finite circular beta ensembles and their limit process via their operator representations. We prove explicit bounds on the distance of the operators and the corresponding point processes. We also prove an estimate
We will prove the Berry-Esseen theorem for the number counting function of the circular $beta$-ensemble (C$beta$E), which will imply the central limit theorem for the number of points in arcs. We will prove the main result by estimating the character
The soft and hard edge scaling limits of $beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge process as
We prove rates of convergence for the circular law for the complex Ginibre ensemble. Specifically, we bound the expected $L_p$-Wasserstein distance between the empirical spectral measure of the normalized complex Ginibre ensemble and the uniform meas
Under the Kolmogorov--Smirnov metric, an upper bound on the rate of convergence to the Gaussian distribution is obtained for linear statistics of the matrix ensembles in the case of the Gaussian, Laguerre, and Jacobi weights. The main lemma gives an