On the real spectrum of a product of Gaussian matrices

DOI10.1214/17-ECP75zbMath1373.15057arXiv1701.09176OpenAlexW2744529736MaRDI QIDQ2411762

Nick Simm

Publication date: 25 October 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.09176

zbMATH Keywords

asymptoticsproductsPfaffiansreal Ginibre matricesreal eigenvalues

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (7)

Fluctuations and correlations for products of real asymmetric random matrices ⋮ The product of \(m\) real \(N \times N\) Ginibre matrices: real eigenvalues in the critical regime \(m = O(N)\) ⋮ Kac–Rice fixed point analysis for single- and multi-layered complex systems ⋮ Time-inhomogeneous random Markov chains ⋮ On the number of real eigenvalues of a product of truncated orthogonal random matrices ⋮ How Many Eigenvalues of a Product of Truncated Orthogonal Matrices are Real? ⋮ Spectral statistics for the difference of two Wishart matrices

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