Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices (Q272068)
From MaRDI portal
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