Gaussian fluctuations for \beta Ensembles
Probability
2007-05-23 v1 Mathematical Physics
math.MP
Abstract
We study the Circular and Jacobi -Ensembles and prove Gaussian fluctuations for the number of points in one or more intervals in the macroscopic scaling limit.
Cite
@article{arxiv.math/0703140,
title = {Gaussian fluctuations for \beta Ensembles},
author = {Rowan Killip},
journal= {arXiv preprint arXiv:math/0703140},
year = {2007}
}