Intermediate deviation regime for the full eigenvalue statistics in the complex Ginibre ensemble

Abstract

We study the Ginibre ensemble of $N\times N$ complex random matrices and compute exactly, for any finite $N$, the full distribution as well as all the cumulants of the number $N_r$ of eigenvalues within a disk of radius $r$ centered at the origin. In the limit of large $N$, when the average density of eigenvalues becomes uniform over the unit disk, we show that for $0<r<1$ the fluctuations of $N_r$ around its mean value $⟨N_r⟩\approx N{r}^2$ display three different regimes: (i) a typical Gaussian regime where the fluctuations are of order $\mathcal{O}(N^{1/4})$, (ii) an intermediate regime where $N_r-⟨N_r⟩=\mathcal{O}(\sqrt{N})$, and (iii) a large deviation regime where $N_r-⟨N_r⟩=\mathcal{O}(N)$. 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 $N_r$, which are all of order $\mathcal{O}(\sqrt{N})$, and we compute them explicitly. Our analytical results are corroborated by precise "importance sampling" Monte Carlo simulations.

10 pages, 3 Figures

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