Exact relation between singular value and eigenvalue statistics
From MaRDI portal
Publication:3179763
DOI10.1142/S2010326316500155zbMath1375.60020arXiv1601.02586MaRDI QIDQ3179763
Publication date: 20 December 2016
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.02586
spherical functiondeterminantal point processesspherical transformeigenvalue densitiesbi-unitarily invariant complex random matrix ensemblessingular value densities
Random matrices (probabilistic aspects) (60B20) Harmonic analysis on homogeneous spaces (43A85) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Random matrices (algebraic aspects) (15B52) Harmonic analysis and spherical functions (43A90)
Related Items
Gaussian fluctuations for products of random matrices ⋮ Products of random matrices from fixed trace and induced Ginibre ensembles ⋮ Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices ⋮ Probing non-orthogonality of eigenvectors in non-Hermitian matrix models: diagrammatic approach ⋮ Polynomial ensembles and Pólya frequency functions ⋮ Derivative principles for invariant ensembles ⋮ Cyclic Pólya ensembles on the unitary matrices and their spectral statistics ⋮ Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles ⋮ Products of Complex Rectangular and Hermitian Random Matrices ⋮ Averages of products and ratios of characteristic polynomials in polynomial ensembles ⋮ Order statistics of the moduli of the eigenvalues of product random matrices from polynomial ensembles ⋮ Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral ⋮ Multiplicative convolution of real asymmetric and real anti-symmetric matrices ⋮ On words of non-Hermitian random matrices ⋮ Non-asymptotic results for singular values of Gaussian matrix products ⋮ On the extreme value statistics of normal random matrices and 2D Coulomb gases: Universality and finiteNcorrections ⋮ Harmonic analysis for rank-1 randomised Horn problems ⋮ Additive matrix convolutions of Pólya ensembles and polynomial ensembles ⋮ Corank-1 projections and the randomised Horn problem ⋮ Convergence and asymptotic approximations to universal distributions in probability ⋮ Hard edge statistics of products of Pólya ensembles and shifted GUE's ⋮ Spectral statistics for the difference of two Wishart matrices
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The correlated Jacobi and the correlated Cauchy-Lorentz ensembles
- Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
- Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
- Total positivity, spherical series, and hypergeometric functions of matrix argument
- The single ring theorem
- Supersymmetry approach to Wishart correlation matrices: exact results
- Normal random matrix ensemble as a growth problem
- On absolute moments of characteristic polynomials of a certain class of complex random matrices
- On the structure of correlation functions in the normal matrix model
- Non-Gaussian non-Hermitian random matrix theory: phase transition and addition formalism
- Brown's spectral distribution measure for \(R\)-diagonal elements in finite von Neumann algebras
- Singular values of the Dirac operator in dense QCD-like theories
- Muttalib-Borodin ensembles in random matrix theory -- realisations and correlation functions
- Dropping the independence: singular values for products of two coupled random matrices
- Hard edge limit of the product of two strongly coupled random matrices
- Eigenvalue statistics for product complex Wishart matrices
- Differential Operators on a Semisimple Lie Algebra
- Spherical Functions on a Semisimple Lie Group, I
- Correlation kernels for sums and products of random matrices
- Brown measures of unbounded operators affiliated with a finite von Neumann algebra
- The Heat Kernel and Theta Inversion on SL2(C)
- Generalizations of some integrals over the unitary group
- The planar approximation. II
- Universal microscopic correlation functions for products of truncated unitary matrices
- Derivation of determinantal structures for random matrix ensembles in a new way
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- Fermionic construction of partition functions for two-matrix models and perturbative Schur function expansions
- On the mean density of complex eigenvalues for an ensemble of random matrices with prescribed singular values
- On the Eigenvalues of a Matrix with Prescribed Singular Values
- Determinantal point processes in the plane from products of random matrices