Perturbed Toeplitz operators and radial determinantal processes (Q376682): Difference between revisions
From MaRDI portal
Latest revision as of 01:34, 7 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Perturbed Toeplitz operators and radial determinantal processes |
scientific article |
Statements
Perturbed Toeplitz operators and radial determinantal processes (English)
0 references
19 November 2013
0 references
Consider \(n\) complex random variables \(Z_1,\dots,Z_n\) with the joint distribution \[ p(z_1,\dots, z_n) = C \prod_{1\leq j < k\leq n} |z_j-z_k|^2 \prod_{k=1}^n d m(z_k), \] where \(m\) is a radially symmetric measure on the complex plane. Examples include the Ginibre ensemble, the circular unitary ensemble, and the roots of certain random polynomials. The authors prove central limit theorems for the linear statistics of the form \[ X_n:=\sum_{k=1}^n f(\arg Z_k), \] where \(f\) is a sufficiently smooth function. To prove their results, the authors use an operator-theoretic approach which exploits an exact formula relating the generating function of \(X_n\) to the determinant of a perturbed Toeplitz matrix.
0 references
random matrices
0 references
determinantal processes
0 references
Toeplitz operators
0 references
Szegő-Widom limit theorem
0 references
0 references