{ "id": "math/0312043", "version": "v1", "published": "2003-12-01T23:56:01.000Z", "updated": "2003-12-01T23:56:01.000Z", "title": "Deviations from the Circular Law", "authors": [ "Brian Rider" ], "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "Consider Ginibre's ensemble of $N \\times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\\frac{1}{N}$. As $N \\uparrow \\infty$ the normalized counting measure of the eigenvalues converges to the uniform measure on the unit disk in the complex plane. In this note we describe fluctuations about this {\\em Circular Law}. First we obtain finite $N$ formulas for the covariance of certain linear statistics of the eigenvalues. Asymptotics of these objects coupled with a theorem of Costin and Lebowitz then result in central limit theorems for a variety of these statistics.", "revisions": [ { "version": "v1", "updated": "2003-12-01T23:56:01.000Z" } ], "analyses": { "keywords": [ "circular law", "deviations", "non-hermitian random matrices", "independent complex gaussians", "central limit theorems" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2003math.....12043R" } } }