Large n limit for the product of two coupled random matrices
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Large \(n\) limit for the product of two coupled random matrices
Large \(n\) limit for the product of two coupled random matrices
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)
Recommendations
- Dropping the independence: singular values for products of two coupled random matrices
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- Hard edge limit of the product of two strongly coupled random matrices
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- A note on the limiting mean distribution of singular values for products of two Wishart random matrices
Cites work
- scientific article; zbMATH DE number 3913325 (Why is no real title available?)
- scientific article; zbMATH DE number 3503564 (Why is no real title available?)
- scientific article; zbMATH DE number 739279 (Why is no real title available?)
- scientific article; zbMATH DE number 1077997 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- scientific article; zbMATH DE number 747049 (Why is no real title available?)
- Biorthogonal ensembles
- Bulk and soft-edge universality for singular values of products of Ginibre random matrices
- Cauchy-Laguerre two-matrix model and the Meijer-\(G\) random point field
- Constrained energy problems with applications to orthogonal polynomials of a discrete variable
- Differential systems for biorthogonal polynomials appearing in 2-Matrix models and the associated Riemann-Hilbert problem
- Dropping the independence: singular values for products of two coupled random matrices
- Eigenvalue statistics for product complex Wishart matrices
- Eigenvalues and singular values of products of rectangular Gaussian random matrices -- the extended version
- Equilibrium problems associated with fast decreasing polynomials
- Equilibrium problems for vector potentials with semidefinite interaction matrices and constrained masses
- Hard edge limit of the product of two strongly coupled random matrices
- Large \(n\) limit of Gaussian random matrices with external source. I
- Large \(n\) limit of Gaussian random matrices with external source. II
- Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
- Mixed type multiple orthogonal polynomials associated with the modified Bessel functions and products of two coupled random matrices
- Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
- NIST handbook of mathematical functions
- Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
- Non-intersecting squared Bessel paths with one positive starting and ending point
- On the Grunsky inequalities for univalent functions
- Plancherel-Rotach formulae for average characteristic polynomials of products of Ginibre random matrices and the Fuss-Catalan distribution
- Product matrix processes for coupled multi-matrix models and their hard edge scaling limits
- Products of Random Matrices
- Products of random matrices in statistical physics
- Rational algebraic curves. A computer algebra approach
- Recent exact and asymptotic results for products of independent random matrices
- Regularity of a vector potential problem and its spectral curve
- Relating the Bures measure to the Cauchy two-matrix model
- Riemann-Hilbert problems for multiple orthogonal polynomials
- Semiclassical orthogonal polynomials, matrix models and isomonodromic tau functions
- Singular value correlation functions for products of Wishart random matrices
- Singular values for products of two coupled random matrices: hard edge phase transition
- Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
- Singular values of products of random matrices and polynomial ensembles
- The Hermitian two matrix model with an even quartic potential
- The isomonodromy approach to matrix models in 2D quantum gravity
- The local universality of Muttalib-Borodin biorthogonal ensembles with parameter \(\theta = \frac{1}{2}\)
- The supercritical regime in the normal matrix model with cubic potential
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
- Universality
- Universality conjecture and results for a model of several coupled positive-definite matrices
- Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
- Weakly admissible vector equilibrium problems
Cited in
(8)- 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
- Dropping the independence: singular values for products of two coupled random matrices
- A vector Riemann-Hilbert approach to the Muttalib-Borodin ensembles
- Large n limit for the product of two coupled random matrices
- The local universality of Muttalib-Borodin ensembles when the parameter \(\theta\) 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
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