Extreme eigenvalues of random matrices from Jacobi ensembles

<p>Two-term asymptotic formulæ for the probability distribution functions for the smallest eigenvalue of the Jacobi β-Ensembles are derived for matrices of large size in the regime where β > 0 is arbitrary and one of the model parameters α1 is an integer. By a straightforward transformation this leads to corresponding results for the distribution of the largest eigenvalue. The explicit expressions are given in terms of multi-variable hypergeometric functions, and it is found that the first-order corrections are proportional to the derivative of the leading order limiting distribution function.</p> <p>In some special cases β = 2 and/or small values of α1, explicit formulæ involving more familiar functions, such as the modified Bessel function of the first kind, are presented.</p>