Open Access
2018 Powers of Ginibre eigenvalues
Guillaume Dubach
Electron. J. Probab. 23: 1-31 (2018). DOI: 10.1214/18-EJP234
Abstract

We study the images of the complex Ginibre eigenvalues under the power maps $\pi _M: z \mapsto z^M$, for any integer $M$. We establish the following equality in distribution, \[ \mathrm{Gin} (N)^M \stackrel{d} {=} \bigcup _{k=1}^M \mathrm{Gin} (N,M,k), \] where the so-called Power-Ginibre distributions $\mathrm{Gin} (N,M,k)$ form $M$ independent determinantal point processes. The decomposition can be extended to any radially symmetric normal matrix ensemble, and generalizes Rains’ superposition theorem for the CUE (see [21]) and Kostlan’s independence of radii (see [17]) to a wider class of point processes. Our proof technique also allows us to recover two results by Edelman and La Croix [12] for the GUE.

Concerning the Power-Ginibre blocks, we prove convergence of fluctuations of their smooth linear statistics to independent gaussian variables, coherent with the link between the complex Ginibre Ensemble and the Gaussian Free Field [22].

Finally, some partial results about two-dimensional beta ensembles with radial symmetry and even parameter $\beta $ are discussed, replacing independence by conditional independence.

References

1.

[1] G. Akemann and Z. Burda, Universal microscopic correlation functions for products of independent Ginibre matrices, J. Phys. A 45 (2012), no. 46, 465201, 18. 1261.15041[1] G. Akemann and Z. Burda, Universal microscopic correlation functions for products of independent Ginibre matrices, J. Phys. A 45 (2012), no. 46, 465201, 18. 1261.15041

2.

[2] Y. Ameur, H. Hedenmalm, and N. Makarov, Fluctuations of eigenvalues of random normal matrices, Duke Math. J. 159 (2011), no. 1, 31–81. 1225.15030 10.1215/00127094-1384782 euclid.dmj/1310416362[2] Y. Ameur, H. Hedenmalm, and N. Makarov, Fluctuations of eigenvalues of random normal matrices, Duke Math. J. 159 (2011), no. 1, 31–81. 1225.15030 10.1215/00127094-1384782 euclid.dmj/1310416362

3.

[3] M. C. Andréief, Note sur une relation entre les intégrales définies des produits des fonctions, Mémoires de la société des sciences physiques et naturelles de Bordeaux 2 (1883), 1–14.[3] M. C. Andréief, Note sur une relation entre les intégrales définies des produits des fonctions, Mémoires de la société des sciences physiques et naturelles de Bordeaux 2 (1883), 1–14.

4.

[4] P. Bourgade, C. P. Hughes, A. Nikeghbali, and M. Yor, The characteristic polynomial of a random unitary matrix: a probabilistic approach, Duke Math. J. 145 (2008), no. 1, 45–69. 1155.15025 10.1215/00127094-2008-046 euclid.dmj/1221656862[4] P. Bourgade, C. P. Hughes, A. Nikeghbali, and M. Yor, The characteristic polynomial of a random unitary matrix: a probabilistic approach, Duke Math. J. 145 (2008), no. 1, 45–69. 1155.15025 10.1215/00127094-2008-046 euclid.dmj/1221656862

5.

[5] P. Bourgade, H.-T. Yau, and J. Yin, The local circular law II: the edge case, Probab. Theory Related Fields 159 (2014), no. 3–4, 619–660.[5] P. Bourgade, H.-T. Yau, and J. Yin, The local circular law II: the edge case, Probab. Theory Related Fields 159 (2014), no. 3–4, 619–660.

6.

[6] Z. Burda, M. A. Nowak, and A. Swiech, Spectral relations between products and powers of isotropic random matrices, Phys. Rev. E Stat. Nonlin. Soft Matter Phys. 86 (2012), no. 6, 061137.[6] Z. Burda, M. A. Nowak, and A. Swiech, Spectral relations between products and powers of isotropic random matrices, Phys. Rev. E Stat. Nonlin. Soft Matter Phys. 86 (2012), no. 6, 061137.

7.

[7] D. Chafaï and S. Péché, A note on the second order universality at the edge of Coulomb gases on the plane, J. Stat. Phys. 156 (2014), no. 2, 368–383.[7] D. Chafaï and S. Péché, A note on the second order universality at the edge of Coulomb gases on the plane, J. Stat. Phys. 156 (2014), no. 2, 368–383.

8.

[8] O. Costin and J. L. Lebowitz, Gaussian fluctuation in random matrices, Phys. Rev. Lett. 75 (1995), no. 1, 69–72.[8] O. Costin and J. L. Lebowitz, Gaussian fluctuation in random matrices, Phys. Rev. Lett. 75 (1995), no. 1, 69–72.

9.

[9] M. de Jeu, Determinate multidimensional measures, the extended Carleman theorem and quasi-analytic weights, Ann. Probab. 31 (2003), no. 3, 1205–1227. 1050.44003 10.1214/aop/1055425776 euclid.aop/1055425776[9] M. de Jeu, Determinate multidimensional measures, the extended Carleman theorem and quasi-analytic weights, Ann. Probab. 31 (2003), no. 3, 1205–1227. 1050.44003 10.1214/aop/1055425776 euclid.aop/1055425776

10.

[10] P. Deift and D. Gioev, Random Matrix Theory: Invariant Ensembles and Universality, Courant Lecture Notes 18 (2009).[10] P. Deift and D. Gioev, Random Matrix Theory: Invariant Ensembles and Universality, Courant Lecture Notes 18 (2009).

11.

[11] Persi Diaconis, Finite forms of de Finetti’s theorem on exchangeability, Synthese 36 (1977), no. 2, 271–281. Foundations of probability and statistics, II.[11] Persi Diaconis, Finite forms of de Finetti’s theorem on exchangeability, Synthese 36 (1977), no. 2, 271–281. Foundations of probability and statistics, II.

12.

[12] A. Edelman and M. La Croix, The singular values of the GUE (less is more), Random Matrices Theory Appl. 4 (2015), no. 4, 1550021, 37. 1330.15042[12] A. Edelman and M. La Croix, The singular values of the GUE (less is more), Random Matrices Theory Appl. 4 (2015), no. 4, 1550021, 37. 1330.15042

13.

[13] J. Ginibre, Statistical ensembles of complex, quaternion, and real matrices, J. Mathematical Phys. 6 (1965), 440–449. 0127.39304 10.1063/1.1704292[13] J. Ginibre, Statistical ensembles of complex, quaternion, and real matrices, J. Mathematical Phys. 6 (1965), 440–449. 0127.39304 10.1063/1.1704292

14.

[14] J. B. Hough, M. Krishnapur, Y. Peres, and B. Virág, Determinantal processes and independence, Probab. Surv. 3 (2006), 206–229. 1189.60101 10.1214/154957806000000078[14] J. B. Hough, M. Krishnapur, Y. Peres, and B. Virág, Determinantal processes and independence, Probab. Surv. 3 (2006), 206–229. 1189.60101 10.1214/154957806000000078

15.

[15] C.-R. Hwang, A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries, Random matrices and their applications (Brunswick, Maine 1984), Contemp. Math., vol. 50, Amer. Math. Soc., Providence, RI, 1986, pp. 145–152.[15] C.-R. Hwang, A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries, Random matrices and their applications (Brunswick, Maine 1984), Contemp. Math., vol. 50, Amer. Math. Soc., Providence, RI, 1986, pp. 145–152.

16.

[16] J. P. Keating and N. C. Snaith, Random Matrix Theory and $\zeta (1/2+it)$, Comm. Math. Phys. 214 (2000), 57–89.[16] J. P. Keating and N. C. Snaith, Random Matrix Theory and $\zeta (1/2+it)$, Comm. Math. Phys. 214 (2000), 57–89.

17.

[17] E. Kostlan, On the spectra of Gaussian matrices, Linear Algebra Appl. 162/164 (1992), 385–388. Directions in matrix theory (Auburn, AL, 1990). 0748.15024 10.1016/0024-3795(92)90386-O[17] E. Kostlan, On the spectra of Gaussian matrices, Linear Algebra Appl. 162/164 (1992), 385–388. Directions in matrix theory (Auburn, AL, 1990). 0748.15024 10.1016/0024-3795(92)90386-O

18.

[18] M. Krishnapur, Zeros of random analytic functions, Ann. Prob. 37 (2009), 314–346. 1221.30007 10.1214/08-AOP404 euclid.aop/1234881692[18] M. Krishnapur, Zeros of random analytic functions, Ann. Prob. 37 (2009), 314–346. 1221.30007 10.1214/08-AOP404 euclid.aop/1234881692

19.

[19] M. L. Mehta, Random matrices, 3rd ed., Pure and Applied Mathematics (Amsterdam), vol. 142, Elsevier/Academic Press, Amsterdam, 2004. 1107.15019[19] M. L. Mehta, Random matrices, 3rd ed., Pure and Applied Mathematics (Amsterdam), vol. 142, Elsevier/Academic Press, Amsterdam, 2004. 1107.15019

20.

[20] E. M. Rains, High powers of random elements of compact Lie groups, Probab. Theory Related Fields 107 (1997), no. 2, 219–241. 0868.60012 10.1007/s004400050084[20] E. M. Rains, High powers of random elements of compact Lie groups, Probab. Theory Related Fields 107 (1997), no. 2, 219–241. 0868.60012 10.1007/s004400050084

21.

[21] E. M. Rains, Images of eigenvalue distributions under power maps, Probab. Theory Related Fields 125 (2003), no. 4, 522–538. MR1974413 1068.60014 10.1007/s00440-002-0250-2[21] E. M. Rains, Images of eigenvalue distributions under power maps, Probab. Theory Related Fields 125 (2003), no. 4, 522–538. MR1974413 1068.60014 10.1007/s00440-002-0250-2

22.

[22] B. Rider and B. Virág, The noise in the circular law and the Gaussian free field, Int. Math. Res. Not. IMRN 2 (2007). MR2361453[22] B. Rider and B. Virág, The noise in the circular law and the Gaussian free field, Int. Math. Res. Not. IMRN 2 (2007). MR2361453

23.

[23] K. Zyczkowski and H.-J. Sommers, Truncations of random unitary matrices, J. Phys. A 33 (2000), 2045–2057. 0957.82017 10.1088/0305-4470/33/10/307[23] K. Zyczkowski and H.-J. Sommers, Truncations of random unitary matrices, J. Phys. A 33 (2000), 2045–2057. 0957.82017 10.1088/0305-4470/33/10/307
Guillaume Dubach "Powers of Ginibre eigenvalues," Electronic Journal of Probability 23(none), 1-31, (2018). https://doi.org/10.1214/18-EJP234
Received: 5 January 2018; Accepted: 9 October 2018; Published: 2018
Vol.23 • 2018
Back to Top