Determinantal point processes in the plane from products of random matrices

DOI10.1214/14-AIHP632zbMath1331.60014arXiv1308.6817MaRDI QIDQ5963207

Nanda Kishore Reddy, Tulasi Ram Reddy, Kartick Adhikari, Koushik Saha

Publication date: 4 March 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.6817

zbMATH Keywords

eigenvaluesrandom matrixHaar measureQR decompositiondeterminantal point processempirical spectral distributiongeneralized Schur decompositionlimiting spectral distributionRQ decompositionunitary matrixwedge product

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Special matrices (15B99)

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