Nonstandard limit theorems and large deviations for the Jacobi beta ensemble

Limit theorems for beta-Jacobi ensembles

(2013) Tiefeng Jiang   BERNOULLI

Distributions on unbounded moment spaces and random moment sequences

(2012) Holger Dette et al.   ANNALS OF PROBABILITY

Large deviations for random matricial moment problems

(2011) Fabrice Gamboa et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Central limit theorem for linear eigenvalue statistics of random matrices with independent entries

(2009) A. Lytova et al.   ANNALS OF PROBABILITY

Multivariate analysis and Jacobi ensembles: Largest eigenvalue, Tracy–Widom limits and rates of convergence

(2009) Iain M. Johnstone   ANNALS OF STATISTICS

Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices

(2009) A. Lytova et al.   JOURNAL OF STATISTICAL PHYSICS

Canonical Moments and Random Spectral Measures

(2009) F. Gamboa et al.   JOURNAL OF THEORETICAL PROBABILITY

Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble

(2009) Holger Dette et al.   SIAM JOURNAL ON MATHEMATICAL ANALYSIS

Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles

(2008) Tiefeng Jiang   PROBABILITY THEORY AND RELATED FIELDS