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On the characteristic polynomial of the eigenvalue moduli of random normal matrices (2205.04298v2)

Published 9 May 2022 in math-ph, math.MP, and math.PR

Abstract: We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We obtain precise large $n$ asymptotics for the moment generating function $\mathbb{E}[e{\frac{u}{\pi} \, \mathrm{Im} \ln p_{n}(r)}e{a \, \mathrm{Re} \ln p_{n}(r)}]$, in the case where $r$ is in the bulk, $u \in \mathbb{R}$ and $a \in \mathbb{N}$. This expectation involves an $n \times n$ determinant whose weight is supported on the whole complex plane, is rotation-invariant, and has both jump- and root-type singularities along the circle centered at $0$ of radius $r$. This "circular" root-type singularity differs from earlier works on Fisher-Hartwig singularities, and surprisingly yields a new kind of ingredient in the asymptotics, the so-called associated Hermite polynomials.

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