1 research outputs found
Intermediate deviation regime for the full eigenvalue statistics in the complex Ginibre ensemble
We study the Ginibre ensemble of complex random matrices and
compute exactly, for any finite , the full distribution as well as all the
cumulants of the number of eigenvalues within a disk of radius
centered at the origin. In the limit of large , when the average density of
eigenvalues becomes uniform over the unit disk, we show that for the
fluctuations of around its mean value
display three different regimes: (i) a typical Gaussian regime where the
fluctuations are of order , (ii) an intermediate regime
where , and (iii) a large
deviation regime where . This
intermediate behaviour (ii) had been overlooked in previous studies and we show
here that it ensures a smooth matching between the typical and the large
deviation regimes. In addition, we demonstrate that this intermediate regime
controls all the (centred) cumulants of , which are all of order , and we compute them explicitly. Our analytical results are
corroborated by precise "importance sampling" Monte Carlo simulations.Comment: 10 pages, 3 Figure