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

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 نشر من قبل Benedek Valko
 تاريخ النشر 2021
  مجال البحث
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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.



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