Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble

Abstract

We continue to explore the connections between large deviations for objects coming from random matrix theory and sum rules. This connection was established in [Sum rules via large deviations, J. Funct. Anal. 270(2) (2016) 509–559] for spectral measures of classical ensembles (Gauss–Hermite, Laguerre, Jacobi) and it was extended to spectral matrix measures of the Hermite and Laguerre ensemble in [Sum rules and large deviations for spectral matrix measures, Bernoulli 25(1) (2018) 712–741]. In this paper, we consider the remaining case of spectral matrix measures of the Jacobi ensemble. Our main results are a large deviation principle for such measures and a sum rule for matrix measures with reference measure the Kesten–McKay law. As an important intermediate step, we derive the distribution of matricial canonical moments of the Jacobi ensemble.