Differential equations for singular values of products of Ginibre random matrices
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Publication:2878629
DOI10.1088/1751-8113/47/32/325203zbMath1306.15035arXiv1403.6368OpenAlexW2005759610MaRDI QIDQ2878629
Publication date: 4 September 2014
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.6368
eigenvalueFredholm determinantHamiltonian systemsingular valuedeterminantal point processesproducts of random matricesMeijer's \(G\)-functionsintegrable differential equationscomplex Ginibre random matrices
Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)
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