Remarks on a constrained optimization problem for the Ginibre ensemble
Probability
2013-04-09 v1
Abstract
We study the limiting distribution of the eigenvalues of the Ginibre ensemble conditioned on the event that a certain proportion lie in a given region of the complex plane. Using an equivalent formulation as an obstacle problem, we describe the optimal distribution and some of its monotonicity properties.
Cite
@article{arxiv.1304.1964,
title = {Remarks on a constrained optimization problem for the Ginibre ensemble},
author = {Scott N. Armstrong and Sylvia Serfaty and Ofer Zeitouni},
journal= {arXiv preprint arXiv:1304.1964},
year = {2013}
}