English

The Ginibre ensemble and Gaussian analytic functions

Probability 2015-09-25 v1 Mathematical Physics math.MP

Abstract

We show that as nn changes, the characteristic polynomial of the n×nn\times n random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to P\'olya's urn scheme. As a result, we get a random analytic function in the limit, which is given by a mixture of Gaussian analytic functions. This gives another reason why the zeros of Gaussian analytic functions and the Ginibre ensemble exhibit similar local repulsion, but different global behavior. Our approach gives new explicit formulas for the limiting analytic function.

Keywords

Cite

@article{arxiv.1112.2457,
  title  = {The Ginibre ensemble and Gaussian analytic functions},
  author = {Manjunath Krishnapur and Bálint Virág},
  journal= {arXiv preprint arXiv:1112.2457},
  year   = {2015}
}

Comments

23 pages, 1 figure

R2 v1 2026-06-21T19:49:34.420Z