The Ginibre ensemble and Gaussian analytic functions
Probability
2015-09-25 v1 Mathematical Physics
math.MP
Abstract
We show that as changes, the characteristic polynomial of the 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.
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