Global fluctuations for linear statistics of -Jacobi ensembles

DOI10.1142/S201032631250013XzbMATH Open1268.60009arXiv1203.6103MaRDI QIDQ4910892FDOQ4910892

Authors: Ioana Dumitriu, Elliot Paquette 

Publication date: 13 March 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: We study the global fluctuations for linear statistics of the form $su{m}_{i=1}^{n}f(lambd{a}_i)$ as $nightarrowinfty$, for $C^1$ functions $f$, and $lambd{a}_1,\mathrm{...},lambd{a}_n$ being the eigenvalues of a (general) $$-Jacobi ensemble, for which tridiagonal models were given by Killip and Nenciu as well as Edelman and Sutton. The fluctuation from the mean ($su{m}_{i=1}^{n}f(lambd{a}_i)-Expsu{m}_{i=1}^{n}f(lambd{a}_i)$) is given asymptotically by a Gaussian process. We compute the covariance matrix for the process and show that it is diagonalized by a shifted Chebyshev polynomial basis; in addition, we analyze the deviation from the predicted mean for polynomial test functions, and we obtain a law of large numbers.

Full work available at URL: https://arxiv.org/abs/1203.6103

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zbMATH Keywords

eigenvalueslinear statisticsrandom matricestridiagonal matricesfluctuation limitsJacobi ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Functional limit theorems; invariance principles (60F17)

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Cited In (41)

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