Differential equations for singular values of products of Ginibre random matrices

DOI10.1088/1751-8113/47/32/325203zbMath1306.15035arXiv1403.6368OpenAlexW2005759610MaRDI QIDQ2878629

Eugene Strahov

Publication date: 4 September 2014

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.6368

zbMATH Keywords

eigenvalueFredholm determinantHamiltonian systemsingular valuedeterminantal point processesproducts of random matricesMeijer's \(G\)-functionsintegrable differential equationscomplex Ginibre random matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items (21)

Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition ⋮ Dropping the independence: singular values for products of two coupled random matrices ⋮ Dynamical correlation functions for products of random matrices ⋮ Singular values for products of two coupled random matrices: hard edge phase transition ⋮ Permanental processes from products of complex and quaternionic induced Ginibre ensembles ⋮ Outliers in the spectrum for products of independent random matrices ⋮ On Wright's generalized Bessel kernel ⋮ Local universality in biorthogonal Laguerre ensembles ⋮ Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles ⋮ Hard edge limit of the product of two strongly coupled random matrices ⋮ Integrals of tau functions: a round dance tau function and multimatrix integrals ⋮ Singular Values of Products of Ginibre Random Matrices ⋮ Hurwitz numbers from Feynman diagrams ⋮ Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential ⋮ Hurwitz numbers and products of random matrices ⋮ Integrable structure of products of finite complex Ginibre random matrices ⋮ Relating the Bures measure to the Cauchy two-matrix model ⋮ Gap probability for products of random matrices in the critical regime ⋮ The multiplicative constant for the Meijer-G kernel determinant ⋮ Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices ⋮ Raney distributions and random matrix theory

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