Global spectrum fluctuations for the $β$-Hermite and $β$-Laguerre ensembles via matrix models

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Abstract
We study the global spectrum fluctuations for $\beta$-Hermite and $\beta$-Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuations describe a Gaussian process on monomials. We extend our results to slightly larger classes of random matrices.

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