Intermediate deviation regime for the full eigenvalue statistics in the complex Ginibre ensemble
Abstract
We study the Ginibre ensemble of complex random matrices and compute exactly, for any finite , the full distribution as well as all the cumulants of the number of eigenvalues within a disk of radius centered at the origin. In the limit of large , when the average density of eigenvalues becomes uniform over the unit disk, we show that for the fluctuations of around its mean value display three different regimes: (i) a typical Gaussian regime where the fluctuations are of order , (ii) an intermediate regime where , and (iii) a large deviation regime where . This intermediate behaviour (ii) had been overlooked in previous studies and we show here that it ensures a smooth matching between the typical and the large deviation regimes. In addition, we demonstrate that this intermediate regime controls all the (centred) cumulants of , which are all of order , and we compute them explicitly. Our analytical results are corroborated by precise "importance sampling" Monte Carlo simulations.
Keywords
Cite
@article{arxiv.1904.01813,
title = {Intermediate deviation regime for the full eigenvalue statistics in the complex Ginibre ensemble},
author = {Bertrand Lacroix-A-Chez-Toine and Jeyson Andres Monroy Garzon and Christopher Sebastian Hidalgo Calva and Isaac Perez Castillo and Anupam Kundu and Satya N. Majumdar and Gregory Schehr},
journal= {arXiv preprint arXiv:1904.01813},
year = {2019}
}
Comments
10 pages, 3 Figures