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

DOI10.1007/S00220-015-2507-5zbMATH Open1382.60015arXiv1503.07955OpenAlexW3105528087MaRDI QIDQ293052FDOQ293052

Authors: Peter J. Forrester, Dangzheng Liu 

Publication date: 9 June 2016

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: The singular values squared of the random matrix product $Y=G_r{G}_{r-1}cdots{G}_1(G_0+A)$, 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 $bN$, 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 $b=(1-au/sqrtN{)}^{-1}$, 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 $T_r{T}_{r-1}cdots{T}_1(G_0+A)$, with each $T_j$ being a truncated unitary matrix.

Full work available at URL: https://arxiv.org/abs/1503.07955

Recommendations

• Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
• Dynamical correlation functions for products of random matrices
• Hard edge limit of the product of two strongly coupled random matrices
• Local universality in biorthogonal Laguerre ensembles
• Product matrix processes as limits of random plane partitions
• Singular values of products of random matrices and polynomial ensembles
• Universal microscopic correlation functions for products of independent Ginibre matrices
• Singular values for products of two coupled random matrices: hard edge phase transition
• Singular value statistics of matrix products with truncated unitary matrices
• Universality for products of random matrices. I: Ginibre and truncated unitary cases

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites Work

• Log-gases and random matrices.
• Title not available (Why is that?)
• Raney distributions and random matrix theory
• Muttalib-Borodin ensembles in random matrix theory -- realisations and correlation functions
• The special functions and their approximations. Vol. I, II
• Eigenvalue distribution of large random matrices
• An introduction to random matrices
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Recent exact and asymptotic results for products of independent random matrices
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Particles and fields in fluid turbulence
• Multiple orthogonal polynomial ensembles
• Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
• Supersymmetry for products of random matrices
• Plancherel-Rotach formulae for average characteristic polynomials of products of Ginibre random matrices and the Fuss-Catalan distribution
• Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
• Title not available (Why is that?)
• Singular values of products of random matrices and polynomial ensembles
• Eigenvalue statistics for product complex Wishart matrices
• Asymptotic approximations of integrals
• Random surface growth with a wall and Plancherel measures for \(O (\infty )\)
• Title not available (Why is that?)
• Products of Random Matrices
• Products of random matrices in statistical physics
• Biorthogonal ensembles
• Triangular random matrices and biorthogonal ensembles
• Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
• Universality conjecture and results for a model of several coupled positive-definite matrices
• Distribution of linear statistics of singular values of the product of random matrices
• Cauchy-Laguerre two-matrix model and the Meijer-\(G\) random point field
• The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source
• Differential equations for singular values of products of Ginibre random matrices
• Transformations of Polynomial Ensembles
• Meijer G-Functions: A Gentle Introduction
• Asymptotic correlations for Gaussian and Wishart matrices with external source
• The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
• Correlation kernels for sums and products of random matrices
• Dyson's nonintersecting Brownian motions with a few outliers
• Singular value statistics of matrix products with truncated unitary matrices
• Bulk and soft-edge universality for singular values of products of Ginibre random matrices
• Singular value correlation functions for products of Wishart random matrices
• Random Matrix Theory and Wireless Communications
• Relating the Bures measure to the Cauchy two-matrix model
• Asymptotic distribution of singular values of powers of random matrices
• Noncolliding squared Bessel processes
• Non-intersecting squared Bessel paths: Critical time and double scaling limit
• Universal wide correlators in non-Gaussian orthogonal, unitary and symplectic random matrix ensembles
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• Local universality in biorthogonal Laguerre ensembles
• A note on biorthogonal ensembles

Cited In (22)

• Limits and fluctuations of \(p\)-adic random matrix products
• Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
• Additive matrix convolutions of Pólya ensembles and polynomial ensembles
• Dropping the independence: singular values for products of two coupled random matrices
• Exact relation between singular value and eigenvalue statistics
• Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral
• Spectral statistics for the difference of two Wishart matrices
• Non-intersecting Brownian bridges in the flat-to-flat geometry
• Bulk and soft-edge universality for singular values of products of Ginibre random matrices
• Supersymmetry for products of random matrices
• Averages of products and ratios of characteristic polynomials in polynomial ensembles
• Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
• Lyapunov exponent, universality and phase transition for products of random matrices
• Singular values for products of two coupled random matrices: hard edge phase transition
• Non-asymptotic results for singular values of Gaussian matrix products
• On characteristic polynomials for a generalized chiral random matrix ensemble with a source
• Singular values of products of random matrices and polynomial ensembles
• The local universality of Muttalib-Borodin ensembles when the parameter \(\theta\) is the reciprocal of an integer
• Gap probability for products of random matrices in the critical regime
• On the singular values of complex matrix Brownian motion with a matrix drift
• The local universality of Muttalib-Borodin biorthogonal ensembles with parameter \(\theta = \frac{1}{2}\)
• Dynamical correlation functions for products of random matrices

This page was built for publication: Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q293052)