Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
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Publication:466038
DOI10.1007/S00220-014-2064-3zbMATH Open1303.15046arXiv1308.1003OpenAlexW3100140685MaRDI QIDQ466038FDOQ466038
Lun Zhang, Arno B. J. Kuijlaars
Publication date: 24 October 2014
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1308.1003
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