Random normal matrices and Ward identities

Ameur, Yacin ^[1] ; Hedenmalm, Haakan ^[2] ; Makarov, Nikolai ^[3]
1. [1] Lund University
  
  Lund University
  
  Suecia
2. [2] Royal Institute of Technology
  
  Royal Institute of Technology
  
  Suecia
3. [3] California Institute of Technology
  
  California Institute of Technology
  
  Estados Unidos
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Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 43, Nº. 3, 2015, págs. 1157-1201
Idioma: inglés
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Resumen
- We consider the random normal matrix ensemble associated with a potential in the plane of sufficient growth near infinity. It is known that asymptotically as the order of the random matrix increases indefinitely, the eigenvalues approach a certain equilibrium density, given in terms of Frostman’s solution to the minimum energy problem of weighted logarithmic potential theory. At a finer scale, we may consider fluctuations of eigenvalues about the equilibrium. In the present paper, we give the correction to the expectation of the fluctuations, and we show that the potential field of the corrected fluctuations converge on smooth test functions to a Gaussian free field with free boundary conditions on the droplet associated with the potential.