Linear statistics of point processes via orthogonal polynomials

DOI10.1007/s10955-008-9564-5zbMath1204.60038arXiv0805.3516OpenAlexW3099971965MaRDI QIDQ944989

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

zbMATH Keywords

Orthogonal polynomialsRandom matricesPoint processes

Mathematics Subject Classification ID

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

Related Items (1)

Limit theorems for orthogonal polynomials related to circular ensembles

Cites Work

• The characteristic polynomial of a random unitary matrix: a probabilistic approach
• Singularity dominated strong fluctuations for some random matrix averages
• On fluctuations of eigenvalues of random Hermitian matrices.
• The characteristic polynomial on compact groups with Haar measure: Some equalities in law
• CMV: The unitary analogue of Jacobi matrices
• The Inverse of a Centrosymmetric Matrix
• Proof of a Conjecture by Dyson
• Random matrix theory and \(L\)-functions at \(s=1/2\).
• Random matrix theory and \(\zeta(1/2+it)\).
• On the characteristic polynomial of a random unitary matrix
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