Limit Theorems for β-Laguerre and β-Jacobi Ensembles

We use tridiagonal models to study the limiting behavior of β-Laguerre and β-Jacobi ensembles, focusing on the limiting behavior of the extremal eigenvalues and the central limit theorem for the two ensembles. For the central limit theorem of β-Laguerre ensembles, we follow the idea in [1] while giving a modified version for the generalized...