Deviations from the Circular Law
Rider, Brian
arXiv, 0312043 / Harvested from arXiv
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the eigenvalues converges to the uniform measure on the unit disk in the complex plane. In this note we describe fluctuations about this {\em Circular Law}. First we obtain finite $N$ formulas for the covariance of certain linear statistics of the eigenvalues. Asymptotics of these objects coupled with a theorem of Costin and Lebowitz then result in central limit theorems for a variety of these statistics.
Publié le : 2003-12-01
Classification:  Mathematics - Probability,  Mathematical Physics
@article{0312043,
     author = {Rider, Brian},
     title = {Deviations from the Circular Law},
     journal = {arXiv},
     volume = {2003},
     number = {0},
     year = {2003},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0312043}
}
Rider, Brian. Deviations from the Circular Law. arXiv, Tome 2003 (2003) no. 0, . http://gdmltest.u-ga.fr/item/0312043/