Jacobi ensemble

E865110

The Jacobi ensemble is a family of random matrix models whose eigenvalue distributions are supported on a finite interval and are closely connected to classical orthogonal polynomials and beta-type probability measures.

All labels observed (6)

How this entity was disambiguated

Statements (48)

Predicate Object
instanceOf probability distribution family
random matrix ensemble
arisesFrom eigenvalues of MANOVA-type random matrices
eigenvalues of ratios of Wishart matrices
dependsOn Dyson index β>0
matrix dimension n
shape parameters α>-1, γ>-1
generalizes classical Jacobi weight
hasAlternativeName Jacobi β-ensemble
linked to: Jacobi ensemble
hasApplication quantum transport in mesoscopic systems
random eigenvalue problems with boundary constraints
hasConnectionTo Coulomb gas models on a finite interval
Selberg integral
integrable probability
hasEdgeScalingLimit hard-edge universality
soft-edge universality (in appropriate regimes)
hasEigenvalueDistribution joint density supported on a compact interval
hasJointEigenvalueDensityProportionalTo ∏_{i<j} |λ_i-λ_j|^β ∏_{i} λ_i^{α} (1-λ_i)^{γ}
hasLimitingBehavior global eigenvalue density converges to a deterministic limit as matrix size grows
hasLimitingKernel Airy-type kernels at the soft edge
Bessel-type kernels at the hard edge
sine kernel in the bulk (for β=1,2,4 under standard scaling)
hasOrthogonalPolynomialSystem Jacobi polynomials with respect to w(x)=x^{α}(1-x)^{γ}
hasParameter α (shape parameter)
β (Dyson index)
γ (shape parameter)
hasSpecialCase orthogonal Jacobi ensemble (β=1)
linked to: Jacobi ensemble

symplectic Jacobi ensemble (β=4)
linked to: Jacobi ensemble

unitary Jacobi ensemble (β=2)
hasSupport [0,1] (after affine rescaling)
finite interval
hasSymmetryClass orthogonal/unitary/symplectic depending on β
isAssociatedWith beta distributions
beta-type measures
orthogonal polynomials
random matrix theory
isCharacterizedBy Vandermonde determinant to the power β in joint eigenvalue density
isConnectedTo Jacobi polynomials
isDefinedOn space of eigenvalues λ_1,…,λ_n in (0,1)
isPartOf β-ensembles in random matrix theory
isRelatedTo Gaussian ensemble
linked to: Gaussian ensembles

Laguerre ensemble
isUsedIn multivariate statistics
signal processing
wireless communications
isUsedToModel canonical correlations in multivariate analysis
eigenvalue statistics of truncated unitary matrices
usesWeightFunction w(x)=x^{α}(1-x)^{γ} on [0,1]

How these facts were elicited

Referenced by (6)

Full triples — surface form annotated when it differs from this entity's canonical label.

Selberg integral relatedTo Jacobi ensemble
Dyson index β usedToLabel Jacobi β-ensembles
linked to: Jacobi ensemble
Jacobi ensemble hasSpecialCase orthogonal Jacobi ensemble (β=1)
linked to: Jacobi ensemble
Jacobi ensemble hasSpecialCase symplectic Jacobi ensemble (β=4)
linked to: Jacobi ensemble
Jacobi ensemble hasAlternativeName Jacobi β-ensemble
linked to: Jacobi ensemble
Dyson Brownian motion connectedTo beta-Jacobi ensembles
linked to: Jacobi ensemble