Linear statistics of point processes via orthogonal polynomials
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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.
Recommendations
- Linear statistics of the circular \(\beta\)-ensemble, Stein's method, and circular Dyson Brownian motion
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
- Orthogonal polynomials, Jacobi matrices and random matrices
- Limit theorems for orthogonal polynomials related to circular ensembles
- Operator level limit of the circular Jacobi \(\beta \)-ensemble
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Cited in
(8)- Linearization coefficients for orthogonal polynomials using stochastic processes
- Operator level limit of the circular Jacobi \(\beta \)-ensemble
- Linear statistics of matrix ensembles in classical background
- Linear statistics of the circular \(\beta\)-ensemble, Stein's method, and circular Dyson Brownian motion
- scientific article; zbMATH DE number 94013 (Why is no real title available?)
- Limit theorems for orthogonal polynomials related to circular ensembles
- Pair dependent linear statistics for CβE
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
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