Exponential moments for disk counting statistics at the hard edge of random normal matrices
Yacin Ameur, Christophe Charlier, Joakim Cronvall, Jonatan Lenells

TL;DR
This paper analyzes the asymptotic behavior of the exponential moments of disk counting statistics at the hard edge of a random normal matrix ensemble, revealing explicit formulas and central limit theorems.
Contribution
It provides explicit asymptotic formulas for the moment generating function and cumulants at the hard edge, a regime less understood compared to bulk and soft edge.
Findings
Asymptotic formulas for the moment generating function in two regimes
Explicit constants for asymptotic expansions
Central limit theorems for disk counting statistics
Abstract
We consider the multivariate moment generating function of the disk counting statistics of a model Mittag-Leffler ensemble in the presence of a hard wall. Let be the number of points. We focus on two regimes: (a) the ``hard edge regime" where all disk boundaries are at a distance of order from the hard wall, and (b) the ``semi-hard edge regime" where all disk boundaries are at a distance of order from the hard wall. As , we prove that the moment generating function enjoys asymptotics of the form \begin{align*} & \exp \bigg(C_{1}n + C_{2}\ln n + C_{3} + \frac{C_{4}}{\sqrt{n}} + \mathcal{O}(n^{-\frac{3}{5}})\bigg), & & \mbox{for the hard edge}, \\ & \exp \bigg(C_{1}n + C_{2}\sqrt{n} \hspace{0.12cm} + C_{3} + \frac{C_{4}}{\sqrt{n}} + \mathcal{O}\bigg(\frac{(\ln n)^{4}}{n}\bigg)\bigg), & & \mbox{for the semi-hard edge}. \end{align*} In…
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Taxonomy
TopicsRandom Matrices and Applications · Stochastic processes and statistical mechanics · Point processes and geometric inequalities
