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Real eigenvalue statistics for products of asymmetric real Gaussian matrices (Q501244)

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Language	Label	Description	Also known as
English	Real eigenvalue statistics for products of asymmetric real Gaussian matrices	scientific article

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scholarly article

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Real eigenvalue statistics for products of asymmetric real Gaussian matrices (English)

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Peter J. Forrester

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Jesper R. Ipsen

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Linear Algebra and its Applications

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publication date

29 December 2016

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full work available at URL

https://arxiv.org/abs/1608.04097

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zbMATH Keywords

random matrix theory

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products of random matrices

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MaRDI profile type

MaRDI publication profile

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Recent Exact and Asymptotic Results for Products of Independent Random Matrices

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Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem

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Skew-orthogonal Laguerre polynomials for chiral real asymmetric random matrices

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The chiral Gaussian two-matrix ensemble of real asymmetric matrices

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Rank probabilities for real random \(N\times N \times 2\) tensors

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The Ginibre ensemble of real random matrices and its scaling limits

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The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law

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How Many Eigenvalues of a Random Matrix are Real?

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The Asymptotic Expansion of the Meijer G-Function

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Skew orthogonal polynomials for the real and quaternion real Ginibre ensembles and generalizations

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Eigenvalue statistics for product complex Wishart matrices

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Probability of all eigenvalues real for products of standard Gaussian matrices

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Diffusion processes and the asymptotic bulk gap probability for the real Ginibre ensemble

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A method to calculate correlation functions for \(\beta =1\) random matrices of odd size

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Pfaffian point process for the Gaussian real generalised eigenvalue problem

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Skew orthogonal polynomials and the partly symmetric real Ginibre ensemble

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Matrix averages relating to Ginibre ensembles

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Real eigenvalues of non-Gaussian random matrices and their products

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Lyapunov exponents for products of rectangular real, complex and quaternionic Ginibre matrices

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What is the probability that a large random matrix has no real eigenvalues?

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Tensor Decompositions and Applications

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

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Exact evaluations of some Meijer G-functions and probability of all eigenvalues real for the product of two Gaussian matrices

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On the number of real eigenvalues of products of random matrices and an application to quantum entanglement

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Eigenvalue statistics of random real matrices

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Products of independent non-Hermitian random matrices

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Entanglement optimizing mixtures of two-qubit states

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Averages over Ginibre's Ensemble of Random Real Matrices

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Symplectic structure of the real Ginibre ensemble

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Kruskal's polynomial for \(2 \times{}2 \times{}2\) arrays and a generalization to \(2 \times{}n \times{}n\) arrays

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Pfaffian formulae for one dimensional coalescing and annihilating systems

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Identifiers

zbMATH Open document ID

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10.1016/j.laa.2016.08.015

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:501244

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