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Exponential moments for disk counting statistics of random normal matrices in the critical regime
Lund Univ, Ctr Math Sci, S-22100 Lund, Sweden..
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).ORCID iD: 0000-0001-6191-7769
2023 (English)In: Nonlinearity, ISSN 0951-7715, E-ISSN 1361-6544, Vol. 36, no 3, p. 1593-1616Article in journal (Refereed) Published
Abstract [en]

We obtain large n asymptotics for the m-point moment generating function of the disk counting statistics of the Mittag-Leffler ensemble, where n is the number of points of the process and m is arbitrary but fixed. We focus on the critical regime where all disk boundaries are merging at speed n(- 1/2), either in the bulk or at the edge. As corollaries, we obtain two central limit theorems and precise large n asymptotics of all joint cumulants (such as the covariance) of the disk counting function. Our results can also be seen as large n asymptotics for n x n determinants with merging planar discontinuities.

Place, publisher, year, edition, pages
IOP Publishing , 2023. Vol. 36, no 3, p. 1593-1616
Keywords [en]
determinants with merging planar discontinuities, moment generating functions, random matrix theory, asymptotic analysis
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-324469DOI: 10.1088/1361-6544/acb47cISI: 000924869100001Scopus ID: 2-s2.0-85147345950OAI: oai:DiVA.org:kth-324469DiVA, id: diva2:1749071
Note

QC 20230405

Available from: 2023-04-05 Created: 2023-04-05 Last updated: 2023-04-05Bibliographically approved

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Lenells, Jonatan

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  • de-DE
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  • nn-NB
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