Fluctuations of eigenvalues of random normal matrices
From MaRDI portal
Publication:635474
DOI10.1215/00127094-1384782zbMath1225.15030arXiv0807.0375WikidataQ59288409 ScholiaQ59288409MaRDI QIDQ635474
Yacin Ameur, Nikolai Makarov, Haakan Hedenmalm
Publication date: 19 August 2011
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.0375
eigenvalue fluctuations; Bergman kernels; quadrature domains; droplet; Laplacian growth; Boltzmann-Gibbs distribution; correlation kernels; random normal matrices
60B20: Random matrices (probabilistic aspects)
15A18: Eigenvalues, singular values, and eigenvectors
15B52: Random matrices (algebraic aspects)
Related Items
Products of random matrices from fixed trace and induced Ginibre ensembles, On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion, On the extreme value statistics of normal random matrices and 2D Coulomb gases: Universality and finiteNcorrections, On integrability and exact solvability in deterministic and stochastic Laplacian growth, Planar orthogonal polynomials as Type II multiple orthogonal polynomials, Wronskian structures of planar symplectic ensembles, The Mother Body Phase Transition in the Normal Matrix Model, From Boltzmann to random matrices and beyond, Moderate deviations for linear eigenvalue statistics of β-ensembles, The boundary density profile of a Coulomb droplet. Freezing at the edge, An exact formula for the variance of linear statistics in the one-dimensional jellium model, Quantum statistics transmutation via magnetic flux attachment, Quantitative bounds on vortex fluctuations in 2d$2d$ Coulomb gas and maximum of the integer‐valued Gaussian free field, Edge behavior of higher complex-dimensional determinantal point processes, Determinantal Coulomb Gas Ensembles with a Class of Discrete Rotational Symmetric Potentials, Gaussian fluctuations and free energy expansion for Coulomb gases at any temperature, Spherical induced ensembles with symplectic symmetry, Almost-Hermitian random matrices and bandlimited point processes, Characteristic polynomials of random truncations: Moments, duality and asymptotics, Normality of smooth statistics for planar determinantal point processes, The polyanalytic Ginibre ensembles, On a problem for Ward's equation with a Mittag-Leffler potential, The local circular law. II: The edge case, Orthogonal polynomials in the normal matrix model with a cubic potential, Asymptotic expansion of polyanalytic Bergman kernels, First-order global asymptotics for confined particles with singular pair repulsion, The local circular law. III: General case, Beurling-Landau densities of weighted Fekete sets and correlation kernel estimates, A note on the second order universality at the edge of Coulomb gases on the plane, Quantitative stability of the free boundary in the obstacle problem, Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes, Concentration for Coulomb gases and Coulomb transport inequalities, Universality at weak and strong non-Hermiticity beyond the elliptic Ginibre ensemble, Large deviation principle for empirical fields of log and Riesz gases, Quantum ergodic sequences and equilibrium measures, Fluctuations of two dimensional Coulomb gases, Near-boundary asymptotics for correlation kernels, Powers of Ginibre eigenvalues, Toeplitz operators with analytic symbols, Scaling limits of planar symplectic ensembles, Optimal local law and central limit theorem for \(\beta\)-ensembles, CLT for non-Hermitian random band matrices with variance profiles, Edge behavior of two-dimensional Coulomb gases near a hard wall, Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles, Monte Carlo with determinantal point processes, Entanglement entropy and Berezin-Toeplitz operators, Maximum of the characteristic polynomial of the Ginibre ensemble, Territorial behaviour of buzzards versus random matrix spacing distributions, Law of large numbers and central limit theorems through Jack generating functions, Local laws and rigidity for Coulomb gases at any temperature, Bulk asymptotics for polyanalytic correlation kernels, Off-spectral analysis of Bergman kernels, Rescaling Ward identities in the random normal matrix model, Incomplete determinantal processes: from random matrix to Poisson statistics, Some connections between the classical Calogero-Moser model and the log-gas, Rigidity of the three-dimensional hierarchical Coulomb gas, Exact and asymptotic features of the edge density profile for the one component plasma in two dimensions, Random normal matrices and Ward identities, 2D Coulomb gases and the renormalized energy, Orthogonal polynomials for a class of measures with discrete rotational symmetries in the complex plane, Discontinuity in the asymptotic behavior of planar orthogonal polynomials under a perturbation of the Gaussian weight, Local density for two-dimensional one-component plasma, Harmonic analysis in phase space and finite Weyl-Heisenberg ensembles, The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles, The supercritical regime in the normal matrix model with cubic potential, Edge scaling limit of the spectral radius for random normal matrix ensembles at hard edge, A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality, The random normal matrix model: insertion of a point charge, Random normal matrices in the almost-circular regime, Szegő type asymptotics for the reproducing kernel in spaces of full-plane weighted polynomials, Higher-Dimensional Coulomb Gases and Renormalized Energy Functionals, Fine asymptotic behavior for eigenvalues of random normal matrices: Ellipse case, Asymptotic integral kernel for ensembles of random normal matrices with radial potentials, Strong Asymptotics of the Orthogonal Polynomials with Respect to a Measure Supported on the Plane, General β-Jacobi Corners Process and the Gaussian Free Field, Central limit theorems for the real eigenvalues of large Gaussian random matrices, Berezin transform in polynomial bergman spaces
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Number variance of random zeros on complex manifolds. II: Smooth statistics
- Regularity of a boundary having a Schwarz function
- A CLT for a band matrix model
- A direct approach to Bergman kernel asymptotics for positive line bundles
- On the structure of correlation functions in the normal matrix model
- On random matrices from the compact classical groups
- Universality and scaling of correlations between zeros on complex manifolds
- Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
- Hele-Shaw flow on hyperbolic surfaces
- Random complex zeroes. I: Asymptotic normality
- Eigenvalue distributions of random unitary matrices
- The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
- Gaussian limit for determinantal random point fields.
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- On fluctuations of eigenvalues of random Hermitian matrices.
- Complex determinantal processes and \(H^1\) noise
- Density of eigenvalues of random normal matrices with an arbitrary potential, and of generalized normal matrices
- Density of eigenvalues of random normal matrices
- Linear functionals of eigenvalues of random matrices
- Berezin transform in polynomial bergman spaces
- Bergman kernels for weighted polynomials and weighted equilibrium measures of $\mathbb{C}^{n}$
- Fluctuation formula for complex random matrices
- The Noise in the Circular Law and the Gaussian Free Field
