English

Linear Statistics of Point Processes via Orthogonal Polynomials

Probability 2009-11-13 v2 Mathematical Physics math.MP

Abstract

For arbitrary β>0\beta > 0, we use the orthogonal polynomials techniques developed by R. Killip and I. Nenciu to study certain linear statistics associated with the circular and Jacobi β\beta 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.

Keywords

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

R2 v1 2026-06-21T10:43:20.629Z