Title	Extreme eigenvalue distributions of some beta-Jacobi ensembles and a numerical application
Creator	Dumitriu, Ioana
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-04-13T09:02
Description	The beta-Jacobi ensembles complete the triad of ``classical" matrix ensembles (together with Hermite/Gaussian and Laguerre/Wishart). In the beta = 1,2,4 cases they have close relationships with the Haar orthogonal/unitary/symplectic ensembles. Although it is possible to find exact formulae for the distributions of the extreme eigenvalues of such ensembles, the are relatively opaque (involving multivariate hypergeometric functions) and not very practical. We will show a few cases where relatively simple asymptotics can be deduced from these formulae, and show a surprising numerical application.
Extent	53 minutes
Subject	Mathematics; Probability theory and stochastic processes; Statistical mechanics, structure of matter
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Washington
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2017-02-07
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0319125
URI	http://hdl.handle.net/2429/59435
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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