In the Laguerre ensemble of N x N (positive) hermitian matrices, it is of interest
both theoretically and for applications to quantum transport problems to compute the
variance of a linear statistic, denoted var_N f, as N->infinity. Furthermore, this
statistic often contains an additional parameter alpha for which the limit
alpha->infinity is most interesting and most difficult to compute numerically. We derive
exact expressions for both lim_{N->infinity} var_N f and
lim_{alpha->infinity}lim_{N->infinity} var_N f.