Probability of all eigenvalues real for products of standard Gaussian matrices

DOI10.1088/1751-8113/47/6/065202zbMATH Open1290.15024arXiv1309.7736OpenAlexW3106139507MaRDI QIDQ5404775FDOQ5404775

Authors: Peter J. Forrester 

Publication date: 28 March 2014

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

Abstract: With $X_i$ independent $NimesN$ standard Gaussian random matrices, the probability $p_{N,N}^{P_m}$ that all eigenvalues are real for the matrix product $P_m=X_m{X}_{m-1}cdots{X}_1$ is expressed in terms of an $N/2imesN/2$ ($N$ even) and $(N+1)/2imes(N+1)/2$ ($N$ odd) determinant. The entries of the determinant are certain Meijer $G$-functions. In the case $m=2$ high precision computation indicates that the entries are rational multiples of $p{i}^2$, with the denominator a power of 2, and that to leading order in $N$ $p_{N,N}^{P_m}$ decays as $(pi/4{)}^{N^2/2}$. We are able to show that for general $m$ and large $N$, $p_{N,N}^{P_m}sim{b}_m^{N^2}$ with an explicit $b_m$. An analytic demonstration that $p_{N,N}^{P_m}o1$ as $moinfty$ is given.

Full work available at URL: https://arxiv.org/abs/1309.7736

Recommendations

• On the real spectrum of a product of Gaussian matrices
• The probability that all eigenvalues are real for products of truncated real orthogonal random matrices
• Probability that product of real random matrices have all eigenvalues real tend to 1
• Real eigenvalues of non-Gaussian random matrices and their products
• Real eigenvalue statistics for products of asymmetric real Gaussian matrices

zbMATH Keywords

determinanteigenvaluerandom matrix productsFreud weightMeijer \(G\)-function

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Determinants, permanents, traces, other special matrix functions (15A15) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Cited In (20)

• Drift-diffusion on a Cayley tree with stochastic resetting: the localization–delocalization transition
• Exact evaluations of some Meijer \(\mathrm{G}\)-functions and probability of all eigenvalues real for the product of two Gaussian matrices
• Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices
• The probability that all eigenvalues are real for products of truncated real orthogonal random matrices
• The product of \(m\) real \(N \times N\) Ginibre matrices: real eigenvalues in the critical regime \(m = O(N)\)
• On the real spectrum of a product of Gaussian matrices
• Permanental processes from products of complex and quaternionic induced Ginibre ensembles
• Spectral statistics for the difference of two Wishart matrices
• Time-inhomogeneous random Markov chains
• Relating the Bures measure to the Cauchy two-matrix model
• Real eigenvalues of non-Gaussian random matrices and their products
• Products of independent elliptic random matrices
• Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
• On the number of real eigenvalues of products of random matrices and an application to quantum entanglement
• Random matrix products: universality and least singular values
• Real eigenvalue statistics for products of asymmetric real Gaussian matrices
• How many eigenvalues of a product of truncated orthogonal matrices are real?
• Probability that product of real random matrices have all eigenvalues real tend to 1
• Outliers in the spectrum for products of independent random matrices
• Kac-Rice fixed point analysis for single- and multi-layered complex systems

This page was built for publication: Probability of all eigenvalues real for products of standard Gaussian matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5404775)