We study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and describe the asymptotic fluctuations using right limits of the recurrence matrix. As a consequence, we show that whenever the right limit is a Laurent matrix, a Central Limit Theorem holds. We will also discuss the implications for orthogonal polynomial ensembles. In particular, we obtain a Central limit theorem for the orthogonal polynomial ensemble associated with any measure belonging to the Nevai Class of an interval. Our results also extend previous results on Unitary Ensembles in the one-cut case. Finally, we will illustrate our results by deriving Central Limit Theorems for the Hahn ensemble for lozenge tilings of a hexagon and for the Hermitian two matrix model

CENTRAL LIMIT THEOREMS FOR BIORTHOGONAL ENSEMBLES AND ASYMPTOTICS OF RECURRENCE COEFFICIENTS / Breuer, J., Duits, M.. - In: JOURNAL OF THE AMERICAN MATHEMATICAL SOCIETY. - ISSN 0894-0347. - (2017). [10.1090/JAMS/854]

CENTRAL LIMIT THEOREMS FOR BIORTHOGONAL ENSEMBLES AND ASYMPTOTICS OF RECURRENCE COEFFICIENTS

Maurice Duits
Co-primo
Membro del Collaboration Group
2017

Abstract

We study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and describe the asymptotic fluctuations using right limits of the recurrence matrix. As a consequence, we show that whenever the right limit is a Laurent matrix, a Central Limit Theorem holds. We will also discuss the implications for orthogonal polynomial ensembles. In particular, we obtain a Central limit theorem for the orthogonal polynomial ensemble associated with any measure belonging to the Nevai Class of an interval. Our results also extend previous results on Unitary Ensembles in the one-cut case. Finally, we will illustrate our results by deriving Central Limit Theorems for the Hahn ensemble for lozenge tilings of a hexagon and for the Hermitian two matrix model
2017
Orthogonal polynomials, Jacobi operators, Central Limit Theorem, determinate point processes, Random matrices, random tilingsmials
01 Pubblicazione su rivista::01a Articolo in rivista
CENTRAL LIMIT THEOREMS FOR BIORTHOGONAL ENSEMBLES AND ASYMPTOTICS OF RECURRENCE COEFFICIENTS / Breuer, J., Duits, M.. - In: JOURNAL OF THE AMERICAN MATHEMATICAL SOCIETY. - ISSN 0894-0347. - (2017). [10.1090/JAMS/854]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1778017
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