RANDOM NORMAL MATRICES AND WARD IDENTITIES

被引:48
作者
Ameur, Yacin [1 ]
Hedenmalm, Haakan [2 ]
Makarov, Nikolai [3 ]
机构
[1] Lund Univ, Dept Math, S-22100 Lund, Sweden
[2] Royal Inst Technol, KTH, Dept Math, S-10044 Stockholm, Sweden
[3] CALTECH, Dept Math, Pasadena, CA 91125 USA
基金
美国国家科学基金会;
关键词
Random normal matrix; eigenvalues; Ginibre ensemble; Ward identity; loop equation; Gaussian free field; EIGENVALUES; FLUCTUATIONS; ASYMPTOTICS; BOUNDARY;
D O I
10.1214/13-AOP885
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the random normal matrix ensemble associated with a potential in the plane of sufficient growth near infinity. It is known that asymptotically as the order of the random matrix increases indefinitely, the eigenvalues approach a certain equilibrium density, given in terms of Frostman's solution to the minimum energy problem of weighted logarithmic potential theory. At a finer scale, we may consider fluctuations of eigenvalues about the equilibrium. In the present paper, we give the correction to the expectation of the fluctuations, and we show that the potential field of the corrected fluctuations converge on smooth test functions to a Gaussian free field with free boundary conditions on the droplet associated with the potential.
引用
收藏
页码:1157 / 1201
页数:45
相关论文
共 25 条
  • [1] Ameur Y., 2014, ARXIV14104132
  • [2] Near-Boundary Asymptotics for Correlation Kernels
    Ameur, Yacin
    [J]. JOURNAL OF GEOMETRIC ANALYSIS, 2013, 23 (01) : 73 - 95
  • [3] FLUCTUATIONS OF EIGENVALUES OF RANDOM NORMAL MATRICES
    Ameur, Yacin
    Hedenmalm, Hakan
    Makarov, Nikolai
    [J]. DUKE MATHEMATICAL JOURNAL, 2011, 159 (01) : 31 - 81
  • [4] Berezin Transform in Polynomial Bergman Spaces
    Ameur, Yacin
    Hedenmalm, Hakan
    Makarov, Nikolai
    [J]. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 2010, 63 (12) : 1533 - 1584
  • [5] Berman R J, 2008, ARXIV08113341
  • [6] A direct approach to Bergman kernel asymptotics for positive line bundles
    Berman, Robert
    Berndtsson, Bo
    Sjostrand, Johannes
    [J]. ARKIV FOR MATEMATIK, 2008, 46 (02): : 197 - 217
  • [7] Bergman Kernels for Weighted Polynomials and Weighted Equilibrium Measures of Cn
    Berman, Robert J.
    [J]. INDIANA UNIVERSITY MATHEMATICS JOURNAL, 2009, 58 (04) : 1921 - 1946
  • [8] The Ginibre Ensemble of Real Random Matrices and its Scaling Limits
    Borodin, A.
    Sinclair, C. D.
    [J]. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2009, 291 (01) : 177 - 224
  • [9] Borodin A., 2011, OXFORD HDB RANDOM MA, P231
  • [10] Density of eigenvalues of random normal matrices
    Elbau, P
    Felder, G
    [J]. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2005, 259 (02) : 433 - 450