Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices

DOI10.1016/j.jmva.2016.01.008zbMath1351.30023arXiv1407.2755OpenAlexW2254317438MaRDI QIDQ272068

Dries Stivigny, Thorsten Neuschel

Publication date: 20 April 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.2755

zbMATH Keywords

asymptotic behavioreigenvalues of random matrices

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Random matrices (algebraic aspects) (15B52) Asymptotic representations in the complex plane (30E15)

Related Items (4)

Asymptotic distributions of Wishart type products of random matrices ⋮ Relating the Bures measure to the Cauchy two-matrix model ⋮ Spectral densities of singular values of products of Gaussian and truncated unitary random matrices ⋮ Jacobi polynomial moments and products of random matrices

Cites Work

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• Probability of all eigenvalues real for products of standard Gaussian matrices
• PLANCHEREL–ROTACH FORMULAE FOR AVERAGE CHARACTERISTIC POLYNOMIALS OF PRODUCTS OF GINIBRE RANDOM MATRICES AND THE FUSS–CATALAN DISTRIBUTION
• Determinantal point processes in the plane from products of random matrices

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