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On the characteristic polynomial of the eigenvalue moduli of random normal matrices

Mathematical Physics 2022-05-24 v2 math.MP Probability

Abstract

We study the characteristic polynomial pn(x)=j=1n(zjx)p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x) where the zjz_{j} are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We obtain precise large nn asymptotics for the moment generating function E[euπImlnpn(r)eaRelnpn(r)]\mathbb{E}[e^{\frac{u}{\pi} \, \mathrm{Im} \ln p_{n}(r)}e^{a \, \mathrm{Re} \ln p_{n}(r)}], in the case where rr is in the bulk, uRu \in \mathbb{R} and aNa \in \mathbb{N}. This expectation involves an n×nn \times n determinant whose weight is supported on the whole complex plane, is rotation-invariant, and has both jump- and root-type singularities along the circle centered at 00 of radius rr. This "circular" root-type singularity differs from earlier works on Fisher-Hartwig singularities, and surprisingly yields a new kind of ingredient in the asymptotics, the so-called associated Hermite polynomials.

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Cite

@article{arxiv.2205.04298,
  title  = {On the characteristic polynomial of the eigenvalue moduli of random normal matrices},
  author = {Sung-Soo Byun and Christophe Charlier},
  journal= {arXiv preprint arXiv:2205.04298},
  year   = {2022}
}

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37 pages