Linear Statistics of Point Processes via Orthogonal Polynomials
For arbitrary $β> 0$, we use the orthogonal polynomials techniques developed by R. Killip and I. Nenciu to study certain linear statistics associated with the circular and Jacobi $β$ 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.