Remarks on a constrained optimization problem for the Ginibre ensemble
classification
🧮 math.PR
keywords
distributionensembleginibreproblemcertaincomplexconditionedconstrained
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We study the limiting distribution of the eigenvalues of the Ginibre ensemble conditioned on the event that a certain proportion lie in a given region of the complex plane. Using an equivalent formulation as an obstacle problem, we describe the optimal distribution and some of its monotonicity properties.
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