Exponential moments for disk counting statistics of random normal matrices in the critical regime

Christophe Charlier, Jonatan Lenells

Research output: Contribution to journalArticlepeer-review

Abstract

We obtain large n asymptotics for the m-point moment generating function of the disk counting statistics of the Mittag-Leffler ensemble, where n is the number of points of the process and m is arbitrary but fixed. We focus on the critical regime where all disk boundaries are merging at speed n − 1 2 , either in the bulk or at the edge. As corollaries, we obtain two central limit theorems and precise large n asymptotics of all joint cumulants (such as the covariance) of the disk counting function. Our results can also be seen as large n asymptotics for n × n determinants with merging planar discontinuities.

Original languageEnglish
JournalNonlinearity
Volume36
Issue number3
DOIs
Publication statusPublished - 2023 Mar 1

Subject classification (UKÄ)

  • Mathematical Analysis

Free keywords

  • asymptotic analysis
  • determinants with merging planar discontinuities
  • moment generating functions
  • random matrix theory

Fingerprint

Dive into the research topics of 'Exponential moments for disk counting statistics of random normal matrices in the critical regime'. Together they form a unique fingerprint.

Cite this