Fluctuations of eigenvalues of random normal matrices

  title={Fluctuations of eigenvalues of random normal matrices},
  author={Yacin Ameur and Haakan Hedenmalm and Nikolai G. Makarov},
  journal={Duke Mathematical Journal},
In this article, we consider a fairly general potential in the plane and the corresponding Boltzmann-Gibbs distribution of eigenvalues of random normal matrices. As the order of the matrices tends to infinity, the eigenvalues condensate on a certain compact subset of the plane—the “droplet.” We prove that fluctuations of linear statistics of eigenvalues of random normal matrices converge on compact subsets of the interior of the droplet to a Gaussian field, and we discuss various ramifications… 

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  • Mathematics, Physics
    Journal of Statistical Physics
  • 2020
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