Exact evaluations of some Meijer G-functions and probability of all eigenvalues real for the product of two Gaussian matrices

DOI10.1088/1751-8113/48/44/445206MaRDI QIDQ3451576zbMATH OpenOpenAlexFDO

Authors

Publication date 17 November 2015

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

Full work available at URL https://arxiv.org/abs/1507.05571

zbMATH Keywords

Meijer \(G\)-functionsrandom matrix productsreal eigenvalues

Mathematics Subject Classification ID

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

Abstract: We provide a proof to a recent conjecture by Forrester [2014 J. Phys. A: Math. Theor. 47, 065202] regarding the algebraic and arithmetic structure of Meijer G-functions which appear in the expression for probability of all eigenvalues real for product of two real Gaussian matrices. In the process we come across several interesting identities involving Meijer G-functions.

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• Real eigenvalue statistics for products of asymmetric real Gaussian matrices
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• Spectral statistics for the difference of two Wishart matrices
• Spectral moments of the real Ginibre ensemble
• Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices
• In memoriam: aspects of Santosh Kumar's work on exact results in RMT

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