Global fluctuations for linear statistics of -Jacobi ensembles
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Publication:4910892
Abstract: We study the global fluctuations for linear statistics of the form as , for functions , and 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 () 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.
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(41)- Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
- Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures
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