Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices (Q272068): Difference between revisions

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The paper studies the asymptotic behavior of the characteristic polynomials associated to Wishart-type random matrices that are formed as products consisting of independent standard complex Gaussians and a truncated Haar distributed unitary random matrix. The multivariate saddle point approach is used for the derivation of the results. The oscillatory behavior on the asymptotic interval of zeros by means of formulae of Plancherel-Rotach type is investigated which is applied to derive the limiting distribution of the rescaled zeros. It is proved that the asymptotic zero distribution lies in the class of Raney distributions.
Property / review text: The paper studies the asymptotic behavior of the characteristic polynomials associated to Wishart-type random matrices that are formed as products consisting of independent standard complex Gaussians and a truncated Haar distributed unitary random matrix. The multivariate saddle point approach is used for the derivation of the results. The oscillatory behavior on the asymptotic interval of zeros by means of formulae of Plancherel-Rotach type is investigated which is applied to derive the limiting distribution of the rescaled zeros. It is proved that the asymptotic zero distribution lies in the class of Raney distributions. / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 30E15 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 41A60 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 15B52 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6571000 / rank
 
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Property / zbMATH Keywords
 
eigenvalues of random matrices
Property / zbMATH Keywords: eigenvalues of random matrices / rank
 
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Property / zbMATH Keywords
 
asymptotic behavior
Property / zbMATH Keywords: asymptotic behavior / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2254317438 / rank
 
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Property / arXiv ID
 
Property / arXiv ID: 1407.2755 / rank
 
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Property / cites work
 
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Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices
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    Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices (English)
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    20 April 2016
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    The paper studies the asymptotic behavior of the characteristic polynomials associated to Wishart-type random matrices that are formed as products consisting of independent standard complex Gaussians and a truncated Haar distributed unitary random matrix. The multivariate saddle point approach is used for the derivation of the results. The oscillatory behavior on the asymptotic interval of zeros by means of formulae of Plancherel-Rotach type is investigated which is applied to derive the limiting distribution of the rescaled zeros. It is proved that the asymptotic zero distribution lies in the class of Raney distributions.
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    eigenvalues of random matrices
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    asymptotic behavior
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