Spectral properties of the Jacobi ensembles via the Coulomb gas approach
Spectral properties of the Jacobi ensembles via the Coulomb gas approach
Using the Coulomb gas method and standard methods of statistical physics, we compute analytically the joint cumulative probability distribution of the extreme eigenvalues of the Jacobi-MANOVA ensemble of random matrices, in the limit of large matrices. This allows us to derive the rate functions for the large fluctuations to the …