Distribution of linear statistics of singular values of the product of random matrices

DOI10.3150/16-BEJ837zbMath1390.60031arXiv1412.3314OpenAlexW2963240195MaRDI QIDQ2405148

Alexey Naumov, Alexander Tikhomirov, Friedrich Götze

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.3314

zbMATH Keywords

characteristic functionscentral limit theoremsingular valueslinear statisticsproducts of random matricesFuss-Catalan distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

Related Items (6)

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 ⋮ Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Universality of the least singular value for the sum of random matrices ⋮ Convergence and asymptotic approximations to universal distributions in probability

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