Large n limit for the product of two coupled random matrices

DOI10.1007/S00220-020-03763-8OpenAlexW2968242829MaRDI QIDQ779649FDOQ779649

Authors: Guilherme L. F. Silva, Lun Zhang 

Publication date: 14 July 2020

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.05708

Recommendations

• Dropping the independence: singular values for products of two coupled random matrices
• Singular values for products of two coupled random matrices: hard edge phase transition
• Hard edge limit of the product of two strongly coupled random matrices
• Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
• A note on the limiting mean distribution of singular values for products of two Wishart random matrices

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Riemann-Hilbert problems in context of PDEs (35Q15) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44) Quantum chaos (81Q50)

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Cited In (7)

• Large n limit for the product of two coupled random matrices
• Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
• The matching condition for larger size Riemann-Hilbert problems
• A vector Riemann-Hilbert approach to the Muttalib-Borodin ensembles
• The local universality of Muttalib–Borodin ensembles when the parameter θ is the reciprocal of an integer
• Finite rank perturbations in products of coupled random matrices: from one correlated to two Wishart ensembles
• Product matrix processes for coupled multi-matrix models and their hard edge scaling limits

Uses Software

• Digital Library of Mathematical Functions
• CASA

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