May 2023 Random normal matrices in the almost-circular regime
Sung-Soo Byun, Seong-Mi Seo
Author Affiliations +
Bernoulli 29(2): 1615-1637 (May 2023). DOI: 10.3150/22-BEJ1514

Abstract

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow “band” around the unit circle of width proportional to 1n, where n is the size of matrices. For general radially symmetric potentials with various boundary conditions, we derive the scaling limits of the correlation functions, some of which appear in the previous literature notably in the context of almost-Hermitian random matrices. We also obtain that fluctuations of the maximal and minimal modulus of the ensembles follow the Gumbel or exponential law depending on the boundary conditions.

Funding Statement

Sung-Soo Byun was supported by Samsung Science and Technology Foundation (SSTF-BA1401-51), by the National Research Foundation of Korea (NRF-2019R1A5A1028324) and by a KIAS Individual Grant (SP083201) via the Center for Mathematical Challenges at Korea Institute for Advanced Study. Seong-Mi Seo was partially supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIT) (No. 2019R1A5A1028324 and No. 2019R1F1A1058006).

Acknowledgements

It is our pleasure to thank Yacin Ameur for helpful discussions.

Citation

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Sung-Soo Byun. Seong-Mi Seo. "Random normal matrices in the almost-circular regime." Bernoulli 29 (2) 1615 - 1637, May 2023. https://doi.org/10.3150/22-BEJ1514

Information

Received: 1 January 2022; Published: May 2023
First available in Project Euclid: 19 February 2023

MathSciNet: MR4550238
zbMATH: 07666833
Digital Object Identifier: 10.3150/22-BEJ1514

Keywords: Almost-circular regime , maximal and minimal modulus , Random normal matrix , scaling limits , Universality

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Vol.29 • No. 2 • May 2023
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