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arxiv: 1308.1003 · v2 · pith:7RXXMQRYnew · submitted 2013-08-05 · 🧮 math-ph · math.CA· math.MP· math.PR

Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits

classification 🧮 math-ph math.CAmath.MPmath.PR
keywords kernelslimitsmultipleorthogonalrandomscalingcorrelationedge
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Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that can be expressed in terms of Meijer G-functions. We show that this point process can be interpreted as a multiple orthogonal polynomial ensemble. We give integral representations for the relevant multiple orthogonal polynomials and a new double contour integral for the correlation kernel, which allows us to find its scaling limits at the origin (hard edge). The limiting kernels generalize the classical Bessel kernels. For M=2 they coincide with the scaling limits found by Bertola, Gekhtman, and Szmigielski in the Cauchy-Laguerre two-matrix model, which indicates that these kernels represent a new universality class in random matrix theory.

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