Random normal matrices and Ward identities

Citation
Yacin, Ameur et al., Random normal matrices and Ward identities, Annals of probability (Online) , 43(3), 2015, pp. 1157-1201
ISSN journal
2168894X
Volume
43
Issue
3
Year of publication
2015
Pages
1157 - 1201
Database
ACNP
SICI code
Abstract
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.