General β‐Jacobi Corners Process and the Gaussian Free Field

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.