The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source

DOI10.1088/1751-8113/46/34/345204MaRDI QIDQ2848014zbMATHOpenAlexFDO

Authors Peter J. Forrester

Publication date 25 September 2013

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

Full work available at URL https://arxiv.org/abs/1203.5838

zbMATH Keywords

random matrix theoryGaussian orthogonal ensembleDyson Brownian motion model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Other special orthogonal polynomials and functions (33C47)

Abstract: In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $$, complex ($$ and real quaternion $$) elements. We use the Dyson Brownian motion model to give a meaning for general $$. In the Gaussian case a further construction valid for $$ is given, as the eigenvalue PDF of a recursively defined random matrix ensemble. In the case of real or complex elements, a combinatorial argument is used to compute the averaged characteristic polynomial. The resulting functional forms are shown to be a special cases of duality formulas due to Desrosiers. New derivations of the general case of Desrosiers' dualities are given. A soft edge scaling limit of the averaged characteristic polynomial is identified, and an explicit evaluation in terms of so-called incomplete Airy functions is obtained.

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Cited in

(15)

• Additive matrix convolutions of Pólya ensembles and polynomial ensembles
• On characteristic polynomials for a generalized chiral random matrix ensemble with a source
• Duality in non-Hermitian random matrix theory
• Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
• Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
• Three-parametric Marcenko-Pastur density
• Phase transitions for products of characteristic polynomials under Dyson Brownian motion
• A review of exact results for fluctuation formulas in random matrix theory
• Diffusion in the space of complex Hermitian matrices -- microscopic properties of the averaged characteristic polynomial and the averaged inverse characteristic polynomial
• Diffusion method in random matrix theory
• Optimization landscape in the simplest constrained random least-square problem
• Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles
• Symmetric function theory and unitary invariant ensembles
• Hermitian and non-Hermitian perturbations of chiral Gaussian β-ensembles
• Average characteristic polynomials for multiple orthogonal polynomial ensembles

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