Fluctuations of eigenvalues of random normal matrices

DOI10.1215/00127094-1384782zbMATH Open1225.15030arXiv0807.0375OpenAlexW2071588920WikidataQ59288409 ScholiaQ59288409MaRDI QIDQ635474FDOQ635474

Yacin Ameur, Håkan Hedenmalm, Nikolai G. Makarov

Publication date: 19 August 2011

Published in: Duke Mathematical Journal (Search for Journal in Brave)

Abstract: In this note, we prove Gaussian field convergence of fluctuations of eigenvalues of random normal matrices in the interior of a quantum droplet.

Full work available at URL: https://arxiv.org/abs/0807.0375

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zbMATH Keywords

dropletBergman kernelsquadrature domainsLaplacian growtheigenvalue fluctuationsBoltzmann-Gibbs distributioncorrelation kernelsrandom normal matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (92)

• On integrability and exact solvability in deterministic and stochastic Laplacian growth
• Rigidity of the three-dimensional hierarchical Coulomb gas
• Discontinuity in the asymptotic behavior of planar orthogonal polynomials under a perturbation of the Gaussian weight
• Monte Carlo with determinantal point processes
• Central limit theorems for the real eigenvalues of large Gaussian random matrices
• Spherical induced ensembles with symplectic symmetry
• Beurling-Landau densities of weighted Fekete sets and correlation kernel estimates
• Berezin transform in polynomial bergman spaces
• Harmonic analysis in phase space and finite Weyl-Heisenberg ensembles
• Powers of Ginibre eigenvalues
• Planar orthogonal polynomials as Type II multiple orthogonal polynomials
• The Mother Body Phase Transition in the Normal Matrix Model
• CLT for non-Hermitian random band matrices with variance profiles
• The polyanalytic Ginibre ensembles
• A note on the second order universality at the edge of Coulomb gases on the plane
• First-order global asymptotics for confined particles with singular pair repulsion
• The boundary density profile of a Coulomb droplet. Freezing at the edge
• From Boltzmann to random matrices and beyond
• General β-Jacobi Corners Process and the Gaussian Free Field
• Density of eigenvalues of random normal matrices
• Fluctuation of Matrix Entries and Application to Outliers of Elliptic Matrices
• Random normal matrices and Ward identities
• Edge behavior of two-dimensional Coulomb gases near a hard wall
• The local circular law. II: The edge case
• Wronskian structures of planar symplectic ensembles
• Bulk eigenvalue fluctuations of sparse random matrices
• Entanglement entropy and Berezin-Toeplitz operators
• Local density for two-dimensional one-component plasma
• Fluctuations of two dimensional Coulomb gases
• Orthogonal polynomials in the normal matrix model with a cubic potential
• On fluctuations of eigenvalues of random permutation matrices
• Large deviation principle for empirical fields of log and Riesz gases
• 2D Coulomb gases and the renormalized energy
• Exact and asymptotic features of the edge density profile for the one component plasma in two dimensions
• Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
• Maximum of the characteristic polynomial of the Ginibre ensemble
• Near-boundary asymptotics for correlation kernels
• Off-spectral analysis of Bergman kernels
• Edge scaling limit of the spectral radius for random normal matrix ensembles at hard edge
• Law of large numbers and central limit theorems through Jack generating functions
• Toeplitz operators with analytic symbols
• Optimal local law and central limit theorem for \(\beta\)-ensembles
• Almost-Hermitian random matrices and bandlimited point processes
• Local laws and rigidity for Coulomb gases at any temperature
• Quantum statistics transmutation via magnetic flux attachment
• Orthogonal polynomials for a class of measures with discrete rotational symmetries in the complex plane
• Rescaling Ward identities in the random normal matrix model
• Products of random matrices from fixed trace and induced Ginibre ensembles
• Strong Asymptotics of the Orthogonal Polynomials with Respect to a Measure Supported on the Plane
• The local circular law. III: General case
• On fluctuations of eigenvalues of random Hermitian matrices.
• The random normal matrix model: insertion of a point charge
• On the extreme value statistics of normal random matrices and 2D Coulomb gases: Universality and finiteNcorrections
• Quantitative bounds on vortex fluctuations in 2d$2d$ Coulomb gas and maximum of the integer‐valued Gaussian free field
• Higher-dimensional Coulomb gases and renormalized energy functionals
• Scaling limits of planar symplectic ensembles
• Gaussian fluctuations and free energy expansion for Coulomb gases at any temperature
• Bulk asymptotics for polyanalytic correlation kernels
• An exact formula for the variance of linear statistics in the one-dimensional jellium model
• Universality at weak and strong non-Hermiticity beyond the elliptic Ginibre ensemble
• Quantum ergodic sequences and equilibrium measures
• Fine asymptotic behavior for eigenvalues of random normal matrices: ellipse case
• Quantitative stability of the free boundary in the obstacle problem
• Concentration for Coulomb gases and Coulomb transport inequalities
• A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality
• The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles
• On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion
• The supercritical regime in the normal matrix model with cubic potential
• Asymptotic expansion of polyanalytic Bergman kernels
• Incomplete determinantal processes: from random matrix to Poisson statistics
• Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles
• On a problem for Ward's equation with a Mittag-Leffler potential
• Linear statistics for Coulomb gases: higher order cumulants
• Some connections between the classical Calogero-Moser model and the log-gas
• Determinantal Coulomb Gas Ensembles with a Class of Discrete Rotational Symmetric Potentials
• First eigenvalue/eigenvector in sparse random symmetric matrices: influences of degree fluctuation
• Territorial behaviour of buzzards versus random matrix spacing distributions
• Berezin density and planar orthogonal polynomials
• Characteristic polynomials of random truncations: Moments, duality and asymptotics
• Moderate deviations for linear eigenvalue statistics of β-ensembles
• Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices
• Normality of smooth statistics for planar determinantal point processes
• Random normal matrices: eigenvalue correlations near a hard wall
• Szegő type asymptotics for the reproducing kernel in spaces of full-plane weighted polynomials
• Edge behavior of higher complex-dimensional determinantal point processes
• Interactions between different birds of prey as a random point process
• Soft Riemann‐Hilbert problems and planar orthogonal polynomials
• Random normal matrices in the almost-circular regime
• Asymptotic integral kernel for ensembles of random normal matrices with radial potentials
• Exponential moments for disk counting statistics at the hard edge of random normal matrices
• Law of large numbers for the maximum of the two-dimensional Coulomb gas potential
• Large gap asymptotics on annuli in the random normal matrix model

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