Universality for products of random matrices. I: Ginibre and truncated unitary cases
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Publication:4560448
DOI10.1093/IMRN/RNV247zbMATH Open1404.60016arXiv1411.2787OpenAlexW2963289932MaRDI QIDQ4560448FDOQ4560448
Authors: Dangzheng Liu, Yanhui Wang 
Publication date: 12 December 2018
Published in: IMRN. International Mathematics Research Notices (Search for Journal in Brave)
Abstract: Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the correlation kernels as multivariate integrals with singularity and investigate saddle point method for such a type of integrals. As an application, we prove that the eigenvalue correlation functions have the same scaling limits as those of the single complex Ginibre ensemble, both in the bulk and at the edge of the spectrum. We also prove that the similar results hold true for products of independent truncated unitary matrices.
Full work available at URL: https://arxiv.org/abs/1411.2787
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (probabilistic aspects) (60B20)
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- Universality and arcsine laws for random matrices \(A+U^{m}B(U^{*})^{m}\)
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- Multiplying unitary random matrices—universality and spectral properties
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- Recent exact and asymptotic results for products of independent random matrices
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- On the universality of the probability distribution of the productB 1Xof random matrices
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- Products of independent quaternion Ginibre matrices and their correlation functions
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- Product matrix processes as limits of random plane partitions
- Products of random matrices from fixed trace and induced Ginibre ensembles
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- Singular values of products of random matrices and polynomial ensembles
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- Phase transitions for infinite products of large non-Hermitian random matrices
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- Spectral densities of singular values of products of Gaussian and truncated unitary random matrices
- On the number of real eigenvalues of a product of truncated orthogonal random matrices
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- Product of random projections, Jacobi ensembles and universality problems arising from free probability
- Cyclic Pólya ensembles on the unitary matrices and their spectral statistics
- Tensor products of random unitary matrices
- Universality in several-matrix models via approximate transport maps
- Universal sum and product rules for random matrices
- Fluctuations and correlations for products of real asymmetric random matrices
- Dynamical correlation functions for products of random matrices
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