Free energy expansions of a conditional GinUE and large deviations of the smallest eigenvalue of the LUE

TL;DR

This paper analyzes a Coulomb gas model related to the Ginibre ensemble with a conditioned eigenvalue, deriving large-$N$ free energy expansions and large deviation probabilities for the smallest eigenvalue, revealing phase transitions and confirming a conjecture.

Contribution

It provides the first non-radially symmetric free energy expansions for a planar Coulomb gas, confirming the Zabrodin-Wiegmann conjecture and analyzing phase transitions.

Findings

Derived precise large-$N$ free energy expansions up to $O(1)$

Confirmed the Zabrodin-Wiegmann conjecture for non-radial ensembles

Obtained large deviation probabilities for the smallest eigenvalue

Abstract

We consider a planar Coulomb gas ensemble of size $N$ with the inverse temperature $\beta=2$ and external potential $Q(z)=|z|^2-2c \log|z-a|$, where $c>0$ and $a \in \mathbb{C}$. Equivalently, this model can be realised as $N$ eigenvalues of the complex Ginibre matrix of size $(c+1) N \times (c+1) N$ conditioned to have deterministic eigenvalue $a$ with multiplicity $cN$. Depending on the values of $c$ and $a$, the droplet reveals a phase transition: it is doubly connected in the post-critical regime and simply connected in the pre-critical regime. In both regimes, we derive precise large-$N$ expansions of the free energy up to the $O(1)$ term, providing a non-radially symmetric example that confirms the Zabrodin-Wiegmann conjecture made for general planar Coulomb gas ensembles. As a consequence, our results provide asymptotic behaviours of moments of the characteristic polynomial of the complex Ginibre matrix, where the powers are of order $O(N)$. Furthermore, by combining with a duality formula, we obtain precise large deviation probabilities of the smallest eigenvalue of the Laguerre unitary ensemble. Our proof is based on a refined Riemann-Hilbert analysis for planar orthogonal polynomials using the partial Schlesinger transform.