Dropping the independence: singular values for products of two coupled random matrices
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Publication:2630731
DOI10.1007/s00220-016-2653-4zbMath1351.15020arXiv1504.02047OpenAlexW3105119160MaRDI QIDQ2630731
Eugene Strahov, Gernot Akemann
Publication date: 21 July 2016
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.02047
eigenvaluecentral limit theoremGaussian random matricessingular valuesbiorthogonal polynomialsGinibre ensembleChristoffel-Darboux formulaLaguerre ensembleMeijer \(G\)-functions
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)
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Cites Work
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