Eigenvalue statistics for product complex Wishart matrices

DOI10.1088/1751-8113/47/34/345202zbMath1309.15053arXiv1401.2572OpenAlexW2023159130MaRDI QIDQ3190827

Peter J. Forrester

Publication date: 19 September 2014

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

Full work available at URL: https://arxiv.org/abs/1401.2572

zbMATH Keywords

eigenvaluescharacteristic polynomialdeterminantWishart matrixgeneralized hypergeometric functionsMeijer \(G\)-functiondeterminantal processcorrelation kernelGaussian matrixcorrelations function

Mathematics Subject Classification ID

Gaussian processes (60G15) Eigenvalues, singular values, and eigenvectors (15A18) Other hypergeometric functions and integrals in several variables (33C70) Random matrices (algebraic aspects) (15B52) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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