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

DOI10.1214/18-ECP124zbMATH Open1390.60041MaRDI QIDQ1748573FDOQ1748573

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

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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)

Cites Work

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• Polynomial ensembles and Pólya frequency functions
• Spectral radii of large non-Hermitian random matrices
• Products of random matrices from polynomial ensembles
• Exact relation between singular value and eigenvalue statistics
• Permanental processes from products of complex and quaternionic induced Ginibre ensembles

Cited In (2)

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

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