Phase transitions for infinite products of large non-Hermitian random matrices

arXiv1912.11910MaRDI QIDQ6331850FDOQ6331850

Authors: Dangzheng Liu, Yanhui Wang 

Publication date: 26 December 2019

Abstract: Products of $M$ i.i.d. non-Hermitian random matrices of size $NimesN$ relate Gaussian fluctuation of Lyapunov and stability exponents in dynamical systems (finite $N$ and large $M$) to local eigenvalue universality in random matrix theory (finite $M$ and large $N$). The remaining task is to study local eigenvalue statistics as $M$ and $N$ tend to infinity simultaneously, which lies at the heart of understanding two kinds of universal patterns. For products of i.i.d. complex Ginibre matrices, truncated unitary matrices and spherical ensembles, as $M+Noinfty$ we prove that local statistics undergoes a transition when the relative ratio $M/N$ changes from $0$ to $infty$: Ginibre statistics when $M/No0$, normality when $M/Noinfty$, and new critical phenomena when $M/Nogammain(0,infty)$.

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

This page was built for publication: Phase transitions for infinite products of large non-Hermitian random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6331850)