Density of eigenvalues of random normal matrices with an arbitrary potential, and of generalized normal matrices (Q2473445)

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    Density of eigenvalues of random normal matrices with an arbitrary potential, and of generalized normal matrices
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      Density of eigenvalues of random normal matrices with an arbitrary potential, and of generalized normal matrices (English)
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      27 February 2008
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      The normal matrix model with an arbitrary potential function is considered, i.e. random normal matrices of some size \(N\) with the spectrum restricted to a compact domain \(D^1\) and probability measure \[ P_N(M)dM=Z_N^{-1}\text{exp}(-N\text{tr}W(M))dM \] where \(dM\) is the measure on the space of normal matrices induced by the Euclidian metric on the space of complex matrices, \(Z_N\) is a normalizing factor and the potential W is a real function on \(\mathbb{C}\) with some regularity condition. Some basic facts about the equilibrium measure are emphasized, such as its existence and uniqueness in the case of a continuous potential on a compact set \(D\subset\mathbb{C}\). The asymptotic eigenvalue distribution in the normal matrix model is provided. The construction of the boundary of the domain is discussed in the case of potentials of the form \(W(z)=\Phi(|z|^2)-P(z)-\overline{P(z)}\), where the function \(\Phi\) is continuous on \([0,\infty)\) and twice continuously differentiable on \([0,\infty)\) and \(P\) is a complex polynomial. The generalized conformal mapping method developed by \textit{V. M. Entov} and \textit{P. I. Etingof} [Eur. J. Appl. Math. 8, No. 1, 23--35 (1997; Zbl 0878.76023)] is used to determine the boundary of the region of eigenvalues explicitly. Some of these results are extended to the case of the generalized normal matrix model. For a fixed collection \(\lambda=(\lambda_1,\dots,\lambda_m)\) of real numbers with \(\sum_{i}\lambda_i=0\) and a domain \(D\), a matrix \(A\) of order \(mN\) over \(\mathbb{C}\) is a generalized normal matrix if \(A=[A_{ij}]\) where \(A_{ij},\;i,j=1,\dots,m\) are \(N\times N\) blocks with \(A_{ij}=0\) unless \(j-i=1\) mod \(m\), the spectrum of \(A_{12}A_{23}\cdots A_{m1}\) is contained in \(D\) and \([A,A^{\dag}]=\text{diag}(\lambda_1I_N,\dots,\lambda_mI_N)\). It is shown that this model is equivalent to the usual normal matrix model in the large \(N\) limit.
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      equilibrium measure
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      generalized conformal mapping
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      normal matrix model
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      spectrum
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      asymptotic eigenvalue distribution
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      generalized normal matrix model
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      Hele-Shaw flow
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