Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
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Abstract: Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that can be expressed in terms of Meijer G-functions. We show that this point process can be interpreted as a multiple orthogonal polynomial ensemble. We give integral representations for the relevant multiple orthogonal polynomials and a new double contour integral for the correlation kernel, which allows us to find its scaling limits at the origin (hard edge). The limiting kernels generalize the classical Bessel kernels. For M=2 they coincide with the scaling limits found by Bertola, Gekhtman, and Szmigielski in the Cauchy-Laguerre two-matrix model, which indicates that these kernels represent a new universality class in random matrix theory.
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Cited in
(78)- Correlation kernels for sums and products of random matrices
- Dynamical correlation functions for products of random matrices
- Polyorthogonalization in pre-Hilbert spaces
- Global rigidity and exponential moments for soft and hard edge point processes
- Asymptotic behaviour of the Urbanik semigroup
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- Polynomial ensembles and Pólya frequency functions
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- Global fluctuations for multiple orthogonal polynomial ensembles
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- Universality conjecture and results for a model of several coupled positive-definite matrices
- The multiplicative constant for the Meijer-\(G\) kernel determinant
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