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Abstract
We prove that the two‐dimensional Gaussian free field describes the asymptotics of global fluctuations of a multilevel extension of the general β‐Jacobi random matrix ensembles. Our approach is based on the connection of the Jacobi ensembles to a degeneration of the Macdonald processes that parallels the degeneration of the Macdonald polynomials to the Heckman‐Opdam hypergeometric functions (of type A). We also discuss the β → ∞ limit.
Funding Information
  • Russian Foundation for Basic Research (11-01-93105)
  • National Science Foundation (DMS-1056390)

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