Published July 15, 2011
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Journal Article
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Fluctuations of eigenvalues of random normal matrices
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Abstract
In this article, we consider a fairly general potential in the plane and the corresponding Boltzmann-Gibbs distribution of eigenvalues of random normal matrices. As the order of the matrices tends to infinity, the eigenvalues condensate on a certain compact subset of the plane—the "droplet." We prove that fluctuations of linear statistics of eigenvalues of random normal matrices converge on compact subsets of the interior of the droplet to a Gaussian field, and we discuss various ramifications of this result.
Additional Information
© 2011 Duke University Press. Received 18 October 2009. Revision received 30 October 2010. Authors' research supported by the Göran Gustafsson Foundation. Makarov's work partially supported by National Science Foundation grant DMS-0201893. We are grateful to Alexei Borodin, Kurt Johansson, and Paul Wiegmann for help and useful discussions.Attached Files
Published - Ameur2011p15438Duke_Math_J.pdf
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Ameur2011p15438Duke_Math_J.pdf
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Additional details
Identifiers
- Eprint ID
- 24744
- Resolver ID
- CaltechAUTHORS:20110808-135723507
Funding
- Göran Gustafsson Foundation
- NSF
- DMS-0201893
Dates
- Created
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2011-08-08Created from EPrint's datestamp field
- Updated
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2021-11-09Created from EPrint's last_modified field