Correlation kernels for sums and products of random matrices

被引:19
作者
Claeys, Tom [1 ]
Kuijlaars, Arno B. J. [2 ]
Wang, Dong [3 ]
机构
[1] Catholic Univ Louvain, Chemin Cyclotron 2, B-1348 Louvain La Neuve, Belgium
[2] Katholieke Univ Leuven, Dept Math, Celestijnenlaan 200B Box 2400, B-3001 Leuven, Belgium
[3] Natl Univ Singapore, Dept Math, Singapore 119076, Singapore
基金
欧洲研究理事会;
关键词
Sums of random matrices; products of random matrices; complex Ginibre matrix; truncated unitary matrix; determinantal point processes; polynomial ensembles; Meijer G-functions; LARGEST-EIGENVALUE; POLYNOMIALS; MODELS;
D O I
10.1142/S2010326315500173
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Let X be a random matrix whose squared singular value density is a polynomial ensemble. We derive double contour integral formulas for the correlation kernels of the squared singular values of GX and TX, where G is a complex Ginibre matrix and T is a truncated unitary matrix. We also consider the product of X and several complex Ginibre/truncated unitary matrices. As an application, we derive the precise condition for the squared singular values of the product of several truncated unitary matrices to follow a polynomial ensemble. We also consider the sum H + M where H is a GUE matrix and M is a random matrix whose eigenvalue density is a polynomial ensemble. We show that the eigenvalues of H + M follow a polynomial ensemble whose correlation kernel can be expressed as a double contour integral. As an application, we point out a connection to the two-matrix model.
引用
收藏
页数:31
相关论文
共 34 条
  • [1] RANDOM MATRIX MINOR PROCESSES RELATED TO PERCOLATION THEORY
    Adler, Mark
    Van Moerbeke, Pierre
    Wang, Dong
    [J]. RANDOM MATRICES-THEORY AND APPLICATIONS, 2013, 2 (04)
  • [2] RECENT EXACT AND ASYMPTOTIC RESULTS FOR PRODUCTS OF INDEPENDENT RANDOM MATRICES
    Akemann, Gernot
    Ipsen, Jesper R.
    [J]. ACTA PHYSICA POLONICA B, 2015, 46 (09): : 1747 - 1784
  • [3] Products of rectangular random matrices: Singular values and progressive scattering
    Akemann, Gernot
    Ipsen, Jesper R.
    Kieburg, Mario
    [J]. PHYSICAL REVIEW E, 2013, 88 (05):
  • [4] Singular value correlation functions for products of Wishart random matrices
    Akemann, Gernot
    Kieburg, Mario
    Wei, Lu
    [J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2013, 46 (27)
  • [5] [Anonymous], 2000, ORTHOGONAL POLYNOMIA
  • [6] [Anonymous], COURANT LECT NOTES M
  • [7] [Anonymous], ARXIV150207147
  • [8] Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
    Baik, J
    Ben Arous, G
    Péché, S
    [J]. ANNALS OF PROBABILITY, 2005, 33 (05) : 1643 - 1697
  • [9] Beals R., 2013, NOT AMS, V60, P866
  • [10] Bleher PM, 2005, ANN I FOURIER, V55, P2001