Linear Statistics of Point Processes via Orthogonal Polynomials
نویسنده
چکیده
For arbitrary β > 0, we use the orthogonal polynomials techniques developed in [10, 11] to study certain linear statistics associated with the circular and Jacobi β 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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تاریخ انتشار 2008