RANDOM NORMAL MATRICES AND WARD IDENTITIES

• 成果类型: Article
• 署名作者: Ameur, Yacin; Hedenmalm, Haakan; Makarov, Nikolai
• 署名单位: Lund University; Royal Institute of Technology; California Institute of Technology
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/13-AOP885
• 发表日期: 2015
• 页码: 1157-1201
• 关键词: eigenvalues; fluctuations; asymptotics; BOUNDARY

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.