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Published May 2015 | Published + Submitted
Journal Article Open

Random normal matrices and Ward identities

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.

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Published - euclid.aop.1430830280.pdf

Submitted - 1109.5941v3.pdf

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Created:
August 22, 2023
Modified:
October 23, 2023