Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition

Abstract: The singular values squared of the random matrix product

Y = G_{r} G_{r - 1} c d o t s G_{1} (G_{0} + A)

, where each

G_{j}

is a rectangular standard complex Gaussian matrix while

A

is non-random, are shown to be a determinantal point process with correlation kernel given by a double contour integral. When all but finitely many eigenvalues of

A^{*} A

are equal to

b N

, the kernel is shown to admit a well-defined hard edge scaling, in which case a critical value is established and a phase transition phenomenon is observed. More specifically, the limiting kernel in the subcritical regime of

0 < b < 1

is independent of

b

, and is in fact the same as that known for the case

b = 0

due to Kuijlaars and Zhang. The critical regime of

b = 1

allows for a double scaling limit by choosing

b = (1 - a u / s q r t N)^{- 1}

, and for this the critical kernel and outlier phenomenon are established. In the simplest case

r = 0

, which is closely related to non-intersecting squared Bessel paths, a distribution corresponding to the finite shifted mean LUE is proven to be the scaling limit in the supercritical regime of

b > 1

with two distinct scaling rates. Similar results also hold true for the random matrix product

T_{r} T_{r - 1} c d o t s T_{1} (G_{0} + A)

, with each

T_{j}

being a truncated unitary matrix.

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