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Mathematics 2008
Linear Statistics of Point Processes via Orthogonal PolynomialsDOI: 10.1007/s10955-008-9564-5 Abstract: For arbitrary $\beta > 0$, we use the orthogonal polynomials techniques developed by R. Killip and I. Nenciu to study certain linear statistics associated with the circular and Jacobi $\beta$ 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.
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