Fluctuation formula for complex random matrices

DOI10.1088/0305-4470/32/13/003MaRDI QIDQ4258305zbMATH OpenOpenAlexFDO

Authors Peter J. Forrester

Publication date 12 September 1999

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9805306

zbMATH Keywords

Coulomb gasGaussian fluctuation formulalinear statistics of complex random matrices

Mathematics Subject Classification ID

Classical equilibrium statistical mechanics (general) (82B05) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Abstract: A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict that the distribution will again be a Gaussian, with a specific mean and variance. The variance splits naturally into a bulk and surface contibution, the latter resulting from the long range correlations at the boundary of the support of the eigenvalue density.

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Cited in

(28)

• Finite-N fluctuation formulas for random matrices
• Global fluctuation formulas and universal correlations for random matrices and log-gas systems at infinite density
• Deviations from the circular law
• Expanded Vandermonde powers and sum rules for the two-dimensional one-component plasma
• Fluctuation around the circular law for random matrices with real entries
• Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles
• On the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries
• Exact and asymptotic features of the edge density profile for the one component plasma in two dimensions
• A review of exact results for fluctuation formulas in random matrix theory
• Central limit theorems for the real eigenvalues of large Gaussian random matrices
• Perturbed Toeplitz operators and radial determinantal processes
• Applications and generalizations of Fisher–Hartwig asymptotics
• Large deviations of radial statistics in the two-dimensional one-component plasma
• Local number variances and hyperuniformity of the Heisenberg family of determinantal point processes
• An exact formula for the variance of linear statistics in the one-dimensional jellium model
• Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
• Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
• Spherical induced ensembles with symplectic symmetry
• Large gap asymptotics on annuli in the random normal matrix model
• Functional CLT for non-Hermitian random matrices
• On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases
• Mesoscopic central limit theorem for non-Hermitian random matrices
• Fluctuations of eigenvalues of random normal matrices
• Linear statistics for Coulomb gases: higher order cumulants
• Cumulants and large deviations for the linear statistics of the one-dimensional trapped Riesz gas
• Exact convergence rate of spectral radius of complex Ginibre to Gumbel distribution
• Szegő type correlations for two-dimensional outpost ensembles
• Gaussian fluctuations for non-Hermitian random matrix ensembles

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