Published May 2015 | Version Published + Submitted
Journal Article Open

Random normal matrices and Ward identities

  • 1. ROR icon California Institute of Technology

Abstract

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.

Additional Information

© 2015 Institute of Mathematical Statistics. Received February 2013; revised September 2013. Supported by Göran Gustafsson Foundation (KVA). Supported by Göran Gustafsson Foundation (KVA) and by Vetenskapsrådet (VR). Supported by NSF Grant 0201893.

Attached Files

Published - euclid.aop.1430830280.pdf

Submitted - 1109.5941v3.pdf

Files

1109.5941v3.pdf

Files (589.4 kB)

Name Size
md5:1341efc130611e47b2577d567ad677ad
268.9 kB Preview Download
md5:3e252eb245625e6a3fdd83d5b7a99bfe
320.5 kB Preview Download

Additional details

Identifiers

Eprint ID
58372
Resolver ID
CaltechAUTHORS:20150619-092050374

Related works

Funding

Göran Gustafsson Foundation
Vetenskapsrådet
NSF
0201893

Dates

Created
2015-06-19
Created from EPrint's datestamp field
Updated
2021-11-10
Created from EPrint's last_modified field