Perturbed Toeplitz operators and radial determinantal processes

DOI10.1214/12-AIHP501MaRDI QIDQ376682zbMATH OpenFDO

Authors Torsten Ehrhardt, Brian Rider

Publication date 19 November 2013

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.2682, https://projecteuclid.org/euclid.aihp/1380718732

zbMATH Keywords

determinantal processesrandom matricesSzegő-Widom limit theoremToeplitz operators

Mathematics Subject Classification ID

Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We study a class of rotation invariant determinantal ensembles in the complex plane; examples include the eigenvalues of Gaussian random matrices and the roots of certain families of random polynomials. The main result is a criteria for a central limit theorem to hold for angular statistics of the points. The proof exploits an exact formula relating the generating function of such statistics to the determinant of a perturbed Toeplitz matrix.

Review text

Consider \(n\) complex random variables \(Z_1,\dots,Z_n\) with the joint distribution NEWLINE\[NEWLINE p(z_1,\dots, z_n) = C \prod_{1\leq j < k\leq n} |z_j-z_k|^2 \prod_{k=1}^n d m(z_k), NEWLINE\]NEWLINE 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 NEWLINE\[NEWLINE X_n:=\sum_{k=1}^n f(\arg Z_k), NEWLINE\]NEWLINE 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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Cited in

(1)

• Toeplitz eigenvalues for Radon measures

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