  We consider random n\times n matrices of the form
(XX*+YY*)^{-1/2}YY*(XX*+YY*)^{-1/2}, where X and Y have independent entries
with zero mean and variance one. These matrices are the natural generalization
of the Gaussian case, which are known as MANOVA matrices and which have joint
eigenvalue density given by the third classical ensemble, the Jacobi ensemble.
We show that, away from the spectral edge, the eigenvalue density converges to
the limiting density of the Jacobi ensemble even on the shortest possible
scales of order 1/n (up to \log n factors). This result is the analogue of the
local Wigner semicircle law and the local Marchenko-Pastur law for general
MANOVA matrices.
