Extremes of 2d Coulomb gas: universal intermediate deviation regime. (4th January 2018) - Lacroix-A-Chez-Toine, Bertrand
Abstract: In this paper, we study the extreme statistics in the complex Ginibre ensemble of N × N random matrices with complex Gaussian entries, but with no other symmetries. All the N eigenvalues are complex random variables and their joint distribution can be interpreted as a 2 d Coulomb gas with a logarithmic repulsion between any pair of particles and in presence of a confining harmonic potential v ( r ) ∝ r 2 . We study the statistics of the eigenvalue with the largest modulus r max in the complex plane. The typical and large fluctuations of r max around its mean had been studied before, and they match smoothly to the right of the mean. However, it remained a puzzle to understand why the large and typical fluctuations to the left of the mean did not match. In this paper, we show that there is indeed an intermediate fluctuation regime that interpolates smoothly between the large and the typical fluctuations to the left of the mean. Moreover, we compute explicitly this 'intermediate deviation function' (IDF) and show that it is universal, i.e. independent of the confining potential v ( r ) as long as it is spherically symmetric and increases faster than ln ⁡ r 2 for large r with an unbounded support. If the confining potential v ( r ) has a finite support, i.e. becomes infinite beyond a finite radius, we show via explicit computation that the corresponding IDF is different. Interestingly, in the borderline case where the confining potential grows very slowly as v ( r ) ∼ ln ⁡ r 2 for r ≫ 1 with an unbounded support, the intermediate regime disappears and there is a smooth matching between the central part and the left large deviation regime.