Perturbed Toeplitz operators and radial determinantal processes

被引:0
|
作者
Ehrhardt, Torsten [1 ]
Rider, Brian [2 ]
机构
[1] Univ Calif Santa Cruz, Dept Math, Santa Cruz, CA 95064 USA
[2] Univ Colorado, Dept Math, Boulder, CO 80309 USA
关键词
Random matrices; Determinantal processes; Toeplitz operators; Szego-Widom limit theorem; RANDOM MATRICES; LIMIT;
D O I
10.1214/12-AIHP501
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 study a class of rotation invariant determinantal ensembles in the complex plane; examples include the eigenvalues of Gaussian random matrices and the roots of certain families of random polynomials. The main result is a criterion for a central limit theorem to hold for angular statistics of the points. The proof exploits an exact formula relating the generating function of such statistics to the determinant of a perturbed Toeplitz matrix.
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页码:934 / 960
页数:27
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