In this article, we compute and compare the statistics of the number of eigenvalues in a centred disc of radius R in all three Ginibre ensembles. We determine the mean and …
C Charlier - Mathematische Annalen, 2024 - Springer
We consider a two-dimensional determinantal point process arising in the random normal matrix model and which is a two-parameter generalization of the complex Ginibre point …
M Fenzl, G Lambert - International Mathematics Research …, 2022 - academic.oup.com
We consider 2-dimensional determinantal processes that are rotationinvariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence …
This open access book focuses on the Ginibre ensembles that are non-Hermitian random matrices proposed by Ginibre in 1965. Since that time, they have enjoyed prominence within …
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in R^d and interacting via logarithmic functions (two-dimensional Coulomb …
We study the Ginibre ensemble of N× N complex random matrices and compute exactly, for any finite N, the full distribution as well as all the cumulants of the number N r of eigenvalues …
H Osada - Probability Theory and Related Fields, 2012 - Springer
We solve infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles interacting via two-dimensional Coulomb potentials. The …
L Decreusefond, I Flint, A Vergne - Journal of Applied Probability, 2015 - cambridge.org
The Ginibre point process (GPP) is one of the main examples of determinantal point processes on the complex plane. It is a recurring distribution of random matrix theory as well …