Spectral correlation functions of the sum of two independent complex Wishart matrices with unequal covariances

DOI10.1088/1751-8113/49/31/315201zbMath1386.82019arXiv1509.03466OpenAlexW2230800389MaRDI QIDQ2816809

Mario Kieburg, Tomasz Checinski, Gernot Akemann

Publication date: 25 August 2016

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.03466

zbMATH Keywords

supersymmetryrandom matrix theorydeterminantal point processcovariance matricesbi-orthogonal ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Hurwitz numbers from Feynman diagrams ⋮ Hurwitz numbers and products of random matrices ⋮ Multiplicative convolution of real asymmetric and real anti-symmetric matrices ⋮ Additive matrix convolutions of Pólya ensembles and polynomial ensembles ⋮ Spectral statistics for the difference of two Wishart matrices

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