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

DOI10.3842/SIGMA.2007.048MaRDI QIDQ2473445zbMATH OpenFDO

Authors Xiao-Guang Ma, Pavel Etingof

Publication date 27 February 2008

Published in SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0612108, https://eudml.org/doc/54175, http://www.emis.de/journals/SIGMA/2007/048/

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zbMATH Keywords

spectrumHele-Shaw flowequilibrium measurenormal matrix modelasymptotic eigenvalue distributiongeneralized conformal mappinggeneralized normal matrix model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

Abstract: Following the works by Wiegmann-Zabrodin, Elbau-Felder, Hedenmalm-Makarov, and others, we consider the normal matrix model with an arbitrary potential function, and explain how the problem of finding the support domain for the asymptotic eigenvalue density of such matrices (when the size of the matrices goes to infinity) is related to the problem of Hele-Shaw flows on curved surfaces, considered by Entov and the first author in 1990-s. In the case when the potential function is the sum of a rotationally invariant function and the real part of a polynomial of the complex coordinate, we use this relation and the conformal mapping method developed by Entov and the first author to find the shape of the support domain explicitly (up to finitely many undetermined parameters, which are to be found from a finite system of equations). In the case when the rotationally invariant function is $$, this is done by Wiegmann-Zabrodin and Elbau-Felder. We apply our results to the generalized normal matrix model, which deals with random block matrices that give rise to *-representations of the deformed preprojective algebra of the affine quiver of type $hat{A}_{m-1}$. We show that this model is equivalent to the usual normal matrix model in the large $N$ limit. Thus the conformal mapping method can be applied to find explicitly the support domain for the generalized normal matrix model.

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• Interior Eigenvalue Density of Jordan Matrices with Random Perturbations
• Orthogonal polynomials in the normal matrix model with a cubic potential
• Painlevé IV critical asymptotics for orthogonal polynomials in the complex plane
• Equilibrium measures for a class of potentials with discrete rotational symmetries
• Orthogonal polynomials for a class of measures with discrete rotational symmetries in the complex plane
• The mother body phase transition in the normal matrix model
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• Random normal matrices in the almost-circular regime
• Asymptotic integral kernel for ensembles of random normal matrices with radial potentials
• Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
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