Finite rank perturbations in products of coupled random matrices: from one correlated to two Wishart ensembles

DOI10.1214/18-AIHP888zbMath1408.15017arXiv1704.05224WikidataQ128533732 ScholiaQ128533732MaRDI QIDQ1731152

Dang-Zheng Liu, Eugene Strahov, Tomasz Checinski, Gernot Akemann

Publication date: 20 March 2019

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05224

zbMATH Keywords

determinantal point processesproducts of random matricesfinite-rank perturbationsbiorthogonal ensemblescorrelated Wishart ensemble

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral ⋮ Additive matrix convolutions of Pólya ensembles and polynomial ensembles ⋮ Hard edge statistics of products of Pólya ensembles and shifted GUE's ⋮ Spectral statistics for the difference of two Wishart matrices

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