Random matrix theory of singular values of rectangular complex matrices. I: Exact formula of one-body distribution function in fixed-trace ensemble (Q1038505): Difference between revisions

The authors give an analytic formula for the one-body distribution function of singular values of random complex matrices in the fixed-trace ensemble. Their formula is in term of hypergeometric functions. They compare their result with the Laguerre ensemble (which is a natural non-normalized counterpart of their model). Their proofs, which rely on complex analytic tools and Petkovsek-Wilf-Zeilberger theory, are quite technical, but very instructive, and of potential further use. The paper contains also numerical simulations and useful introductions to mathematical tools that are not so much known in random matrix theory and probabilistic quantum information theory.