Dynamical correlation functions for products of random matrices

DOI10.1142/S2010326315500203zbMath1330.15043arXiv1505.02511OpenAlexW2964023758MaRDI QIDQ3459160

Eugene Strahov

Publication date: 30 December 2015

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.02511

zbMATH Keywords

singular valuedeterminantal point processesproducts of random matricesGaussian matricesEynard-Mehta theorem

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Correlation kernels for sums and products of random matrices ⋮ Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles ⋮ Hurwitz numbers from Feynman diagrams ⋮ Hurwitz numbers and products of random matrices ⋮ Product matrix processes for coupled multi-matrix models and their hard edge scaling limits ⋮ Spectral densities of singular values of products of Gaussian and truncated unitary random matrices

Uses Software

• DLMF

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
• Bulk and soft-edge universality for singular values of products of Ginibre random matrices
• Matrix inversion using orthogonal polynomials
• Differential equations for Dyson processes
• A note on biorthogonal ensembles
• Airy kernel with two sets of parameters in directed percolation and random matrix theory
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
• Tacnode GUE-minor processes and double Aztec diamonds
• Eigenvalues of GUE minors
• The special functions and their approximations. Vol. I, II
• Dropping the independence: singular values for products of two coupled random matrices
• RANDOM MATRIX MINOR PROCESSES RELATED TO PERCOLATION THEORY
• Differential equations for singular values of products of Ginibre random matrices
• Universal microscopic correlation functions for products of independent Ginibre matrices
• Course 1 Random matrices and determinantal processes
• On the numerical evaluation of Fredholm determinants
• Lectures on integrable probability
• Matrices coupled in a chain: I. Eigenvalue correlations
• Recent Exact and Asymptotic Results for Products of Independent Random Matrices
• Random tilings and Markov chains for interlacing particles

This page was built for publication: Dynamical correlation functions for products of random matrices