Random normal matrices in the almost-circular regime
Probability
2021-12-22 v1 Mathematical Physics
math.MP
Abstract
We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to , where is the size of matrices. For general radially symmetric potentials with various boundary conditions, we derive the scaling limits of the correlation functions, some of which appear in the previous literature notably in the context of almost-Hermitian random matrices. We also obtain that fluctuations of the maximal and minimal modulus of the ensembles follow the Gumbel or exponential law depending on the boundary conditions.
Cite
@article{arxiv.2112.11353,
title = {Random normal matrices in the almost-circular regime},
author = {Sung-Soo Byun and Seong-Mi Seo},
journal= {arXiv preprint arXiv:2112.11353},
year = {2021}
}
Comments
21 pages, 5 figures