Linear Statistics of Point Processes via Orthogonal Polynomials
Probability
2009-11-13 v2 Mathematical Physics
math.MP
Abstract
For arbitrary , we use the orthogonal polynomials techniques developed by R. Killip and I. Nenciu to study certain linear statistics associated with the circular and Jacobi ensembles. We identify the distribution of these statistics then prove a joint central limit theorem. In the circular case, similar statements have been proved using different methods by a number of authors. In the Jacobi case these results are new.
Cite
@article{arxiv.0805.3516,
title = {Linear Statistics of Point Processes via Orthogonal Polynomials},
author = {E. Ryckman},
journal= {arXiv preprint arXiv:0805.3516},
year = {2009}
}
Comments
Added references, corrected typos. To appear, J. Stat. Phys