Brian Winn - Extreme eigenvalues of the Jacobi Ensembles

Séminaire « Probabilités et Statistique »

The Jacobi Ensembles of random matrices have joint distribution
of eigenvalues proportional to the integration measure in the
Selberg integral.   They can also be realised as the singular values
of principal submatrices of random unitaries.  In this talk we
will review some old and new results concerning the distribution of
the largest and smallest eigenvalues.