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Universality for fluctuations of counting statistics of random normal matrices

Probability 2026-04-07 v5 Mathematical Physics math.MP

Abstract

We consider the fluctuations of the number of eigenvalues of n×nn\times n random normal matrices depending on a potential QQ in a given set AA. These eigenvalues are known to form a determinantal point process, and are known to accumulate on a compact set called the droplet under mild conditions on QQ. When AA is a Borel set strictly inside the droplet, we show that the variance of the number of eigenvalues NA(n)N_A^{(n)} in AA has a limiting behavior given by \begin{align*} \lim_{n\to\infty} \frac1{\sqrt n}\operatorname{Var } N_A^{(n)} = \frac{1}{2\pi\sqrt\pi}\int_{\partial_* A} \sqrt{\Delta Q(z)} \, d\mathcal H^1(z), \end{align*} where A\partial_* A is the measure theoretic boundary of AA, dH1(z)d\mathcal H^1(z) denotes the one-dimensional Hausdorff measure, and Δ=zz\Delta = \partial_z \overline{\partial_z}. We also consider the case where AA is a microscopic dilation of the droplet and fully generalize a result by Akemann, Byun and Ebke for arbitrary potentials. In this result dH1(z)d\mathcal H^1(z) is replaced by the harmonic measure at \infty associated with the exterior of the droplet. This second result is proved by strengthening results due to Hedenmalm-Wennman and Ameur-Cronvall on the asymptotic behavior of the associated correlation kernel near the droplet boundary.

Keywords

Cite

@article{arxiv.2508.04386,
  title  = {Universality for fluctuations of counting statistics of random normal matrices},
  author = {J. Marzo and L. D. Molag and J. Ortega-Cerdà},
  journal= {arXiv preprint arXiv:2508.04386},
  year   = {2026}
}

Comments

33 pages. Minor typos corrected