Deviations from the Circular Law (2003)
| Venue: | Probab. Theory Related Fields 130 337– 367. MR2095933 |
| Citations: | 1 - 1 self |
BibTeX
@INPROCEEDINGS{Rider03deviationsfrom,
author = {B. Rider},
title = {Deviations from the Circular Law},
booktitle = {Probab. Theory Related Fields 130 337– 367. MR2095933},
year = {2003}
}
OpenURL
Abstract
Consider Ginibre's ensemble of N N non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance . As N " 1 the normalized counting measure of the eigenvalues converges to the uniform measure on the unit disk in the complex plane. In this note we describe uctuations about this Circular Law. First we obtain nite N formulas for the covariance of certain linear statistics of the eigenvalues. Asymptotics of these objects coupled with a theorem of Costin and Lebowitz then result in central limit theorems for a variety of these statistics. 1







