Deviations from the Circular Law
Probability
2007-05-23 v1 Mathematical Physics
math.MP
Abstract
Consider Ginibre's ensemble of non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance . As 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 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.
Cite
@article{arxiv.math/0312043,
title = {Deviations from the Circular Law},
author = {Brian Rider},
journal= {arXiv preprint arXiv:math/0312043},
year = {2007}
}