Large deviation eigenvalue density for the soft edge Laguerre and Jacobi $β$-ensembles

We analyze the eigenvalue density for the Laguerre and Jacobi $β$-ensembles in the cases that the corresponding exponents are extensive. In particular, we obtain the asymptotic expansion up to terms $o(1)$, in the large deviation regime outside the limiting interval of support. As found in recent studies of the large deviation density for the Gaussian $β$-ensemble, and Laguerre $β$-ensemble with fixed exponent, there is a scaling from this asymptotic expansion to the right tail asymptotics for the distribution of the largest eigenvalue at the soft edge.

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