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arXiv · 1312.0068

Universality in Gaussian Random Normal Matrices

Roman Riser
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Abstract

We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the dimension of the matrix tends to infinity, the density of eigenvalues converges to a constant inside of an ellipse and to zero outside. The convergence holds locally uniformly. At the boundary, in scaled coordinates holding the distance between eigenvalues constant, we show that the density is falling off to zero like the complementary error function. The convergence is uniform on the boundary. Further we give an explicit expression for the the correlation function.

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Roman Riser. 2013-11-30. Universality in Gaussian Random Normal Matrices. https://arxiv.org/abs/1312.0068

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