Large deviation eigenvalue density for the soft edge Laguerre and Jacobi β-ensembles
Large deviation eigenvalue density for the soft edge Laguerre and Jacobi β-ensembles
We analyze the eigenvalue density for the Laguerre and Jacobi β-ensembles in the cases that the corresponding exponents are extensive. In particular, we obtain the asymptotic expansion up to terms o(1), in the large deviation regime outside the limiting interval of support. As found in recent studies of the large …