Universality for fluctuations of counting statistics of random normal matrices

We consider the fluctuations of the number of eigenvalues of $n \times n$ random normal matrices depending on a potential $Q$ in a given set $A$. The eigenvalues of random normal matrices are known to form a determinantal point process, and are known to accumulate on a compact set called the droplet under mild conditions on $Q$. When $A$ is a Borel set strictly inside the droplet, we show that the variance of the number of eigenvalues $N_A^{(n)}$ in $A$ has a limiting behavior given by $$ \lim _{n \rightarrow \infty} \frac{1}{\sqrt{n}} \operatorname{Var} N_A^{(n)}=\frac{1}{2 \pi \sqrt{\pi}} \int_{\partial_* A} \sqrt{\Delta Q(z)} d \mathcal{H}^1(z), $$ where $\partial_* A$ is the measure theoretic boundary of $A$, $d H^1(z)$ denotes the one-dimensional Hausdorff measure, and $\Delta=\partial_z \overline{\partial_z}$. We also consider the case where $A$ is a microscopic dilation of the droplet and fully generalize a result by Akemann, Byun, and Ebke for arbitrary potentials. In this result $d \boldsymbol{H}^1(z)$ is replaced by the harmonic measure at $\infty$ associated with the exterior of the droplet. This second result is proved by strengthening results due to Hedenmalm-Wennman and Ameur-Cronvall on the asymptotic behavior of the associated correlation kernel near the droplet boundary.

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Publication Details

Journal
Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona)
Published
2026-02-16
Primary Topic
Random Matrices and Applications
Type
article
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Universality for fluctuations of counting statistics of random normal matrices

Leslie Molag, Jordi Marzo, Joaquim Ortega Cerdà
Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona)
Random Matrices and Applications
article

Universality for fluctuations of counting statistics of random normal matrices

Leslie Molag, Jordi Marzo, Joaquim Ortega Cerdà
article en

Abstract

We consider the fluctuations of the number of eigenvalues of $n \times n$ random normal matrices depending on a potential $Q$ in a given set $A$. The eigenvalues of random normal matrices are known to form a determinantal point process, and are known to accumulate on a compact set called the droplet under mild conditions on $Q$. When $A$ is a Borel set strictly inside the droplet, we show that the variance of the number of eigenvalues $N_A^{(n)}$ in $A$ has a limiting behavior given by $$ \lim _{n \rightarrow \infty} \frac{1}{\sqrt{n}} \operatorname{Var} N_A^{(n)}=\frac{1}{2 \pi \sqrt{\pi}} \int_{\partial_* A} \sqrt{\Delta Q(z)} d \mathcal{H}^1(z), $$ where $\partial_* A$ is the measure theoretic boundary of $A$, $d H^1(z)$ denotes the one-dimensional Hausdorff measure, and $\Delta=\partial_z \overline{\partial_z}$. We also consider the case where $A$ is a microscopic dilation of the droplet and fully generalize a result by Akemann, Byun, and Ebke for arbitrary potentials. In this result $d \boldsymbol{H}^1(z)$ is replaced by the harmonic measure at $\infty$ associated with the exterior of the droplet. This second result is proved by strengthening results due to Hedenmalm-Wennman and Ameur-Cronvall on the asymptotic behavior of the associated correlation kernel near the droplet boundary.

Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona)
Openalex Percentile: Top 51%
Random Matrices and Applications
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