Linear Statistics of Point Processes via Orthogonal Polynomials

For arbitrary β>0, we use the orthogonal polynomials techniques developed in (Killip and Nenciu in arXiv:math/0508113v1, 2005; Killip and Nenciu in Int. Math. Res. Not. 50: 2665–2701, 2004) 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.