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 | |||
Property / reviewed by: Zakhar Kabluchko / rank | |||
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Property / Mathematics Subject Classification ID | |||
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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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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Property / zbMATH Keywords | |||
Szegő-Widom limit theorem | |||
Property / zbMATH Keywords: Szegő-Widom limit theorem / rank | |||
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Revision as of 10:44, 29 June 2023
scientific article
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English | 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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