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FLUCTUATIONS OF EIGENVALUES OF RANDOM NORMAL MATRICES
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).ORCID iD: 0000-0002-4971-7147
2011 (English)In: Duke mathematical journal, ISSN 0012-7094, E-ISSN 1547-7398, Vol. 159, no 1, 31-81 p.Article in journal (Refereed) Published
Abstract [en]

In this article, we consider a fairly general potential in the plane and the corresponding Boltzmann-Gibbs distribution of eigenvalues of random normal matrices. As the order of the matrices tends to infinity, the eigenvalues condensate on a certain compact subset of the plane-the "droplet." We prove that fluctuations of linear statistics of eigenvalues of random normal matrices converge on compact subsets of the interior of the droplet to a Gaussian field, and we discuss various ramifications of this result.

Place, publisher, year, edition, pages
2011. Vol. 159, no 1, 31-81 p.
Keyword [en]
COMPLEX-MANIFOLDS, LIMIT, ZEROS, FUNCTIONALS, STATISTICS, MODEL
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-37265DOI: 10.1215/00127094-1384782ISI: 000292953900002Scopus ID: 2-s2.0-79960631427OAI: oai:DiVA.org:kth-37265DiVA: diva2:433480
Note
QC 20110810Available from: 2011-08-10 Created: 2011-08-08 Last updated: 2017-12-08Bibliographically approved

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Hedenmalm, Håkan

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