English

Deviations from the Circular Law

Probability 2007-05-23 v1 Mathematical Physics math.MP

Abstract

Consider Ginibre's ensemble of N×NN \times N non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance 1N\frac{1}{N}. As NN \uparrow \infty the normalized counting measure of the eigenvalues converges to the uniform measure on the unit disk in the complex plane. In this note we describe fluctuations about this {\em Circular Law}. First we obtain finite NN formulas for the covariance of certain linear statistics of the eigenvalues. Asymptotics of these objects coupled with a theorem of Costin and Lebowitz then result in central limit theorems for a variety of these statistics.

Keywords

Cite

@article{arxiv.math/0312043,
  title  = {Deviations from the Circular Law},
  author = {Brian Rider},
  journal= {arXiv preprint arXiv:math/0312043},
  year   = {2007}
}