Exponential moments for disk counting statistics of random normal matrices in the critical regime
Christophe Charlier, Jonatan Lenells

TL;DR
This paper derives large $n$ asymptotics for the disk counting statistics in the Mittag-Leffler ensemble at the critical merging regime, revealing central limit theorems and detailed cumulant asymptotics.
Contribution
It provides the first detailed large $n$ asymptotics for the moment generating function of disk counting in the critical regime of the Mittag-Leffler ensemble, including joint cumulants.
Findings
Central limit theorems for disk counting statistics
Asymptotics of joint cumulants and covariances
Large $n$ asymptotics for determinants with merging discontinuities
Abstract
We obtain large asymptotics for the -point moment generating function of the disk counting statistics of the Mittag-Leffler ensemble. We focus on the critical regime where all disk boundaries are merging at speed , either in the bulk or at the edge. As corollaries, we obtain two central limit theorems and precise large asymptotics of all joint cumulants (such as the covariance) of the disk counting function. Our results can also be seen as large asymptotics for determinants with merging planar discontinuities.
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Taxonomy
TopicsRandom Matrices and Applications · Stochastic processes and statistical mechanics · Geometry and complex manifolds
