Fluctuation formula for complex random matrices

Authors
Citation
Pj. Forrester, Fluctuation formula for complex random matrices, J PHYS A, 32(13), 1999, pp. L159-L163
Citations number
19
Categorie Soggetti
Physics
Journal title
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
ISSN journal
03054470 → ACNP
Volume
32
Issue
13
Year of publication
1999
Pages
L159 - L163
Database
ISI
SICI code
0305-4470(19990402)32:13<L159:FFFCRM>2.0.ZU;2-E
Abstract
A Gaussian fluctuation formula is proved for linear statistics of complex r andom matrices in the case where the statistic is rotationally invariant. F or a general linear statistic without this symmetry, Coulomb gas theory is used to predict that the distribution will again be a Gaussian, with a spec ific mean and variance. The variance splits naturally into a bulk and surfa ce contibution, the latter resulting from the long-range correlations at th e boundary of the support of the eigenvalue density.