Singular Values of Products of Ginibre Random Matrices

DOI10.1111/sapm.12147zbMath1370.37115arXiv1605.00704OpenAlexW2962770339MaRDI QIDQ2973311

Nicholas S. Witte, Peter J. Forrester

Publication date: 3 April 2017

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.00704

zbMATH Keywords

asymptotic analysisintegrable systemPainlevé equations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Nonlinear ordinary differential equations and systems (34A34) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items (7)

Schwinger–Dyson and loop equations for a product of square Ginibre random matrices ⋮ Singular values for products of two coupled random matrices: hard edge phase transition ⋮ On Wright's generalized Bessel kernel ⋮ Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles ⋮ Integrable structure of products of finite complex Ginibre random matrices ⋮ Gap probability for products of random matrices in the critical regime ⋮ Spectral statistics for the difference of two Wishart matrices

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