A unified fluctuation formula for one-cut $\beta$-ensembles of random matrices
Abstract
Using a Coulomb gas approach, we compute the generating function of the covariances of power traces for one-cut -ensembles of random matrices in the limit of large matrix size. This formula depends only on the support of the spectral density, and is therefore universal for a large class of models. This allows us to derive a closed-form expression for the limiting covariances of an arbitrary one-cut -ensemble. As particular cases of the main result we consider the classical -Gaussian, -Wishart and -Jacobi ensembles, for which we derive previously available results as well as new ones within a unified simple framework. We also discuss the connections between the problem of trace fluctuations for the Gaussian Unitary Ensemble and the enumeration of planar maps.
Keywords
Cite
@article{arxiv.1504.03526,
title = {A unified fluctuation formula for one-cut $\beta$-ensembles of random matrices},
author = {Fabio Deelan Cunden and Francesco Mezzadri and Pierpaolo Vivo},
journal= {arXiv preprint arXiv:1504.03526},
year = {2015}
}
Comments
16 pages, 4 figures, 3 tables. Revised version where references have been added and typos corrected