Spectral densities of singular values of products of Gaussian and truncated unitary random matrices
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Publication:3387065
Abstract: We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed unitary matrices with appropriate dimensional growth. In the general case we develop a new approach to obtain complex integral representations for densities of measures whose Stieltjes transforms satisfy algebraic equations of a certain type. In the special cases in which at most one factor of the product is a complex Gaussian we derive elementary expressions for the limiting densities using suitable parameterizations for the spectral variable. Moreover, in all cases we study the behavior of the densities at the boundary of the spectrum.
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(6)- Non-asymptotic results for singular values of Gaussian matrix products
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