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arXiv · 1508.06591

Edge scaling limit of the spectral radius for random normal matrix ensembles at hard edge

Seong-Mi Seo
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Abstract

We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the spectral radius around a hard edge tend to follow an exponential distribution as the number of eigenvalues tends to infinity. As a corollary, we obtain the order statistics of the moduli of eigenvalues.

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Seong-Mi Seo. 2015-08-26. Edge scaling limit of the spectral radius for random normal matrix ensembles at hard edge. https://doi.org/10.1007/s10955-020-02634-9

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