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