Order statistics of the moduli of the eigenvalues of product random matrices from polynomial ensembles

DOI10.1214/18-ECP124MaRDI QIDQ1748573zbMATH OpenFDO

Authors Yanhui Wang

Publication date 11 May 2018

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ecp/1522375377

zbMATH Keywords

order statisticsproducts of random matricesmoduli of eigenvaluespolynomial ensembles

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Recommendations

• Products of random matrices from polynomial ensembles
• Singular values of products of random matrices and polynomial ensembles
• Empirical distributions of eigenvalues of product ensembles
• On marginal distributions of the ordered eigenvalues of certain random matrices
• Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles
• scientific article; zbMATH DE number 2205517
• Jacobi polynomial moments and products of random matrices
• Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory
• scientific article; zbMATH DE number 1376671
• scientific article; zbMATH DE number 1320686

Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• A limit theorem at the edge of a non-Hermitian random matrix ensemble
• A note on the second order universality at the edge of Coulomb gases on the plane
• Asymptotic approximations of integrals
• Determinantal point processes in the plane from products of random matrices
• Exact relation between singular value and eigenvalue statistics
• Extremal laws for the real Ginibre ensemble
• Hole probabilities and overcrowding estimates for products of complex Gaussian matrices
• Induced Ginibre ensemble of random matrices and quantum operations
• Order statistics and Ginibre's ensembles
• Permanental processes from products of complex and quaternionic induced Ginibre ensembles
• Polynomial ensembles and Pólya frequency functions
• Products of random matrices from polynomial ensembles
• Spectral radii of large non-Hermitian random matrices
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Transportation cost for Gaussian and other product measures
• Truncations of random unitary matrices
• Universal microscopic correlation functions for products of independent Ginibre matrices
• Universal microscopic correlation functions for products of truncated unitary matrices

Cited in

(2)

• Order statistics and Ginibre's ensembles
• Exact eigenvalue order statistics for the reduced density matrix of a bipartite system

This page was built for publication: Order statistics of the moduli of the eigenvalues of product random matrices from polynomial ensembles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1748573)