Singular values for products of two coupled random matrices: hard edge phase transition
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Publication:1647957
DOI10.1007/s00365-017-9389-zzbMath1429.60013arXiv1602.00634OpenAlexW3105830002MaRDI QIDQ1647957
Publication date: 27 June 2018
Published in: Constructive Approximation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.00634
Factor analysis and principal components; correspondence analysis (62H25) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
Related Items
Mixed type multiple orthogonal polynomials associated with the modified Bessel functions and products of two coupled random matrices ⋮ Product matrix processes for coupled multi-matrix models and their hard edge scaling limits ⋮ Hard edge statistics of products of Pólya ensembles and shifted GUE's ⋮ Large \(n\) limit for the product of two coupled random matrices
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Cites Work
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