Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices (Q272068): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
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. | |||
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 | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 41A60 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15B52 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6571000 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
eigenvalues of random matrices | |||
Property / zbMATH Keywords: eigenvalues of random matrices / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
asymptotic behavior | |||
Property / zbMATH Keywords: asymptotic behavior / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2254317438 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1407.2755 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Determinantal point processes in the plane from products of random matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Universal microscopic correlation functions for products of independent Ginibre matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3913845 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Eigenvalue statistics for product complex Wishart matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Probability of all eigenvalues real for products of standard Gaussian matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Raney distributions and random matrix theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Jacobi polynomial moments and products of random matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Average characteristic polynomials of determinantal point processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Singular values of products of random matrices and polynomial ensembles / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fuss-Catalan numbers in noncommutative probability / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Densities of the Raney distributions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Apéry polynomials and the multivariate saddle point method / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: PLANCHEREL–ROTACH FORMULAE FOR AVERAGE CHARACTERISTIC POLYNOMIALS OF PRODUCTS OF GINIBRE RANDOM MATRICES AND THE FUSS–CATALAN DISTRIBUTION / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4068631 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 19:26, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices |
scientific article |
Statements
Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices (English)
0 references
20 April 2016
0 references
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.
0 references
eigenvalues of random matrices
0 references
asymptotic behavior
0 references
0 references
0 references