Perturbed Toeplitz operators and radial determinantal processes (Q376682): Difference between revisions

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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.
Property / review text: 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. / rank
 
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Property / reviewed by: Zakhar Kabluchko / rank
 
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Property / Mathematics Subject Classification ID: 60B20 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60F05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 47B35 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6229193 / rank
 
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Property / zbMATH Keywords
 
random matrices
Property / zbMATH Keywords: random matrices / rank
 
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Property / zbMATH Keywords
 
determinantal processes
Property / zbMATH Keywords: determinantal processes / rank
 
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Property / zbMATH Keywords
 
Toeplitz operators
Property / zbMATH Keywords: Toeplitz operators / rank
 
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Szegő-Widom limit theorem
Property / zbMATH Keywords: Szegő-Widom limit theorem / rank
 
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Revision as of 11:44, 29 June 2023

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Perturbed Toeplitz operators and radial determinantal processes
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    Perturbed Toeplitz operators and radial determinantal processes (English)
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    19 November 2013
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    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.
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    random matrices
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    determinantal processes
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    Toeplitz operators
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    Szegő-Widom limit theorem
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