Fluctuations of eigenvalues of random normal matrices (Q635474): Difference between revisions

The Boltzmann-Gibbs distribution of eigenvalues of random normal matrices is analyzed. For that purpose a general potential in the plane is considered. In the limit, when the order \(m\) of the matrices tends to \(\infty\), the eigenvalues condensate on a certain finite portion of the plane, called the droplet. The problem of determining the details of the droplet are known as Laplacian growth or quadrature domains. Here, it is proved that fluctuations of linear statistics of eigenvalues of random normal matrices converge on compact subsets of the bulk of the droplet to a Gaussian field. Possible generalizations of results to nonanalytic potentials is investigated.