Differential equations for singular values of products of Ginibre random matrices

DOI10.1088/1751-8113/47/32/325203zbMATH Open1306.15035arXiv1403.6368OpenAlexW2005759610MaRDI QIDQ2878629FDOQ2878629

Authors: Eugene Strahov 

Publication date: 4 September 2014

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

Abstract: It was proved by Akemann, Ipsen and Kieburg that squared singular values of products of $M$ complex Ginibre random matrices form a determinantal point process whose correlation kernel is expressible in terms of Meijer's $G$-functions. Kuijlaars and Zhang recently showed that at the edge of the spectrum, this correlation kernel has a remarkable scaling limit $K_M(x,y)$ which can be understood as a generalization of the classical Bessel kernel of Random Matrix Theory. In this paper we investigate the Fredholm determinant of the operator with the kernel $K_M(x,y)ch{i}_J(y)$, where $J$ is a disjoint union of intervals, $J=cu{p}_j(a_{2j-1},a_{2j})$, and $ch{i}_J$ is the characteristic function of the set $J$. This Fredholm determinant is equal to the probability that $J$ contains no particles of the limiting determinantal point process defined by $K_M(x,y)$ (the gap probability). We derive Hamiltonian differential equations associated with the corresponding Fredholm determinant, and relate them with the monodromy preserving deformation equations of the Jimbo, Miwa, Mori, Ueno and Sato theory. In the special case $J=(0,s)$ we give a formula for the gap probability in terms of a solution of a system of non-linear ordinary differential equations.

Full work available at URL: https://arxiv.org/abs/1403.6368

Recommendations

• Integrable structure of products of finite complex Ginibre random matrices
• Singular Values of Products of Ginibre Random Matrices
• Non-linear PDEs for gap probabilities in random matrices and KP theory
• Fredholm determinants, differential equations and matrix models
• Gap probability for products of random matrices in the critical regime

zbMATH Keywords

eigenvalueHamiltonian systemsingular valuedeterminantal point processesFredholm determinantproducts of random matricesMeijer's \(G\)-functionsintegrable differential equationscomplex Ginibre random matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Cited In (25)

• Hurwitz numbers from Feynman diagrams
• Integrable structure of products of finite complex Ginibre random matrices
• Dropping the independence: singular values for products of two coupled random matrices
• Permanental processes from products of complex and quaternionic induced Ginibre ensembles
• On Wright's generalized Bessel kernel
• Integrals of tau functions: a round dance tau function and multimatrix integrals
• Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
• Linear systems and determinantal random point fields
• Relating the Bures measure to the Cauchy two-matrix model
• Local universality in biorthogonal Laguerre ensembles
• Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
• Raney distributions and random matrix theory
• Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
• Singular values for products of two coupled random matrices: hard edge phase transition
• Non-linear PDEs for gap probabilities in random matrices and KP theory
• Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential
• Singular Values of Products of Ginibre Random Matrices
• The multiplicative constant for the Meijer-\(G\) kernel determinant
• Gap probability for products of random matrices in the critical regime
• Discrete gap probabilities and discrete Painlevé equations.
• Outliers in the spectrum for products of independent random matrices
• Hard edge limit of the product of two strongly coupled random matrices
• On special solutions to the Ermakov-Painlevé XXV equation
• Dynamical correlation functions for products of random matrices
• Hurwitz numbers and products of random matrices

This page was built for publication: Differential equations for singular values of products of Ginibre random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2878629)