RANDOM NORMAL MATRICES AND WARD IDENTITIES

被引:47
|
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
来源
ANNALS OF PROBABILITY | 2015年 / 43卷 / 03期
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
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