Random normal matrices and Ward identities
Författare
Summary, in English
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.
Avdelning/ar
Publiceringsår
2015
Språk
Engelska
Sidor
1157-1201
Publikation/Tidskrift/Serie
Annals of Probability
Volym
43
Issue
3
Dokumenttyp
Artikel i tidskrift
Förlag
Institute of Mathematical Statistics
Ämne
- Probability Theory and Statistics
Nyckelord
- Gaussian free field
- equation
- loop
- Ward identity
- Ginibre ensemble
- eigenvalues
- Random normal matrix
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 0091-1798