Supersymmetry for products of random matrices

DOI10.5506/APHYSPOLB.46.1709zbMATH Open1371.60020arXiv1502.00550MaRDI QIDQ5360106FDOQ5360106

Authors: Mario Kieburg 

Publication date: 27 September 2017

Published in: Acta Physica Polonica B (Search for Journal in Brave)

Abstract: We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently introduced for chiral random matrix ensembles which serves as a short cut of the supersymmetry method. The projection formula enables us to study the local statistics where free probability currently fails. To illustrate the projection formula and underlining the power of our approach we calculate the hard edge scaling limit of the Meijer G-ensembles comprising the Wishart-Laguerre (chiral Gaussian), the Jacobi (truncated orthogonal, unitary or unitray symplectic) and the Cauchy-Lorentz (heavy tail) random matrix ensembles. All calculations are done for real, complex, and quaternion matrices in a unifying way. In the case of real and quaternion matrices the results are completely new and point to the universality of the hard edge scaling limit for a product of these matrices, too. Moreover we identify the non-linear $sigma$-models corresponding to product matrices.

Full work available at URL: https://arxiv.org/abs/1502.00550

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Mathematics Subject Classification ID

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

Cited In (9)

• Riemannian symmetric superspaces and their origin in random-matrix theory
• Characteristic polynomials of products of non-Hermitian Wigner matrices: finite-\(N\) results and Lyapunov universality
• The correlated Jacobi and the correlated Cauchy-Lorentz ensembles
• Supersymmetry approach to Wishart correlation matrices: exact results
• Supersymmetric cluster expansions and applications to random Schrödinger operators
• New correlation functions for random matrices and integrals over supergroups
• Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
• Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance
• Chaos and random matrices in supersymmetric SYK

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