Linear statistics of point processes via orthogonal polynomials

DOI10.1007/S10955-008-9564-5MaRDI QIDQ944989zbMATH OpenOpenAlexFDO

Authors Eric Ryckman

Publication date 10 September 2008

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.3516, https://authors.library.caltech.edu/88711/

zbMATH Keywords

Orthogonal polynomialsPoint processesRandom matrices

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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
• Linear statistics of the circular \(\beta\)-ensemble, Stein's method, and circular Dyson Brownian motion
• Linear statistics of matrix ensembles in classical background
• scientific article; zbMATH DE number 94013 (Why is no real title available?)
• Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
• Limit theorems for orthogonal polynomials related to circular ensembles
• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• Pair dependent linear statistics for CβE

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