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Random normal matrices and ward identities

Ameur, Yacin (author)
Lund University,Lunds universitet,Matematik (naturvetenskapliga fakulteten),Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Mathematics (Faculty of Sciences),Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
Hedenmalm, Håkan (author)
KTH,Matematik (Avd.)
Makarov, Nikolai (author)
 (creator_code:org_t)
2015
2015
English.
In: Annals of Probability. - 0091-1798 .- 2168-894X. ; 43:3, s. 1157-1201
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • 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.

Subject headings

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Keyword

Random normal matrix
eigenvalues
Ginibre ensemble
Ward identity
loop equation
Gaussian free field
Gaussian free field
equation
loop
Ward identity
Ginibre ensemble
eigenvalues
Random normal matrix

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ref (subject category)
art (subject category)

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Ameur, Yacin
Hedenmalm, Håkan
Makarov, Nikolai
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NATURAL SCIENCES
NATURAL SCIENCES
and Mathematics
and Probability Theo ...
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Annals of Probab ...
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Royal Institute of Technology
Lund University

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