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arXiv · 1812.11170

Edge fluctuations for random normal matrix ensembles

David García-Zelada
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Abstract

A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis of the edge, and leads in particular to the Gumbel fluctuation of the spectral radius when the potential is quadratic. In the present work, we show that a wide variety of laws of fluctuation are possible, beyond the already known cases, including for instance Gumbel and exponential laws at unusual speeds. We study the convergence in law of the spectral radius as well as the limiting point process at the edge. Our work can also be seen as the asymptotic analysis of the edge of two-dimensional determinantal Coulomb gases and the identification of the limiting kernels.

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David García-Zelada. 2021-01-25. Edge fluctuations for random normal matrix ensembles. https://doi.org/10.1142/s201032632250040x

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