Permanental processes from products of complex and quaternionic induced Ginibre ensembles

DOI10.1142/S2010326314500142zbMATH Open1304.15025arXiv1404.4583OpenAlexW2962740053MaRDI QIDQ2935251FDOQ2935251

J. R. Ipsen, Eugene Strahov, Gernot Akemann

Publication date: 22 December 2014

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: We consider products of independent random matrices taken from the induced Ginibre ensemble with complex or quaternion elements. The joint densities for the complex eigenvalues of the product matrix can be written down exactly for a product of any fixed number of matrices and any finite matrix size. We show that the squared absolute values of the eigenvalues form a permanental process, generalising the results of Kostlan and Rider for single matrices to products of complex and quaternionic matrices. Based on these findings, we can first write down exact results and asymptotic expansions for the so-called hole probabilities, that a disc centered at the origin is void of eigenvalues. Second, we compute the asymptotic expansion for the opposite problem, that a large fraction of complex eigenvalues occupies a disc of fixed radius centered at the origin; this is known as the overcrowding problem. While the expressions for finite matrix size depend on the parameters of the induced ensembles, the asymptotic results agree to leading order with previous results for products of square Ginibre matrices.

Full work available at URL: https://arxiv.org/abs/1404.4583

zbMATH Keywords

hole probabilitiesnon-Hermitian random matrix theoryovercrowdingproducts of random matricespermanental processesgeneralized Schur decompositioninduced Ginibre ensembles

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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Cited In (15)

• Dropping the independence: singular values for products of two coupled random matrices
• Order statistics of the moduli of the eigenvalues of product random matrices from polynomial ensembles
• Wronskian structures of planar symplectic ensembles
• Relating the Bures measure to the Cauchy two-matrix model
• Products of independent elliptic random matrices
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• On the almost‐circular symplectic induced Ginibre ensemble
• Outliers in the spectrum for products of independent random matrices
• Product matrix processes for coupled multi-matrix models and their hard edge scaling limits
• Disk counting statistics near hard edges of random normal matrices: the multi-component regime
• Exponential moments for disk counting statistics at the hard edge of random normal matrices
• Universality of the number variance in rotational invariant two-dimensional Coulomb gases
• Large gap asymptotics on annuli in the random normal matrix model

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