Real eigenvalue statistics for products of asymmetric real Gaussian matrices

DOI10.1016/j.laa.2016.08.015zbMath1352.15038arXiv1608.04097OpenAlexW2964033018MaRDI QIDQ501244

Jesper R. Ipsen, Peter J. Forrester

Publication date: 29 December 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.04097

zbMATH Keywords

random matrix theoryproducts of random matrices

Mathematics Subject Classification ID

Asymptotic distribution of eigenvalues, asymptotic theory of eigenfunctions for ordinary differential operators (34L20) Random matrices (algebraic aspects) (15B52) Other special orthogonal polynomials and functions (33C47)

Related Items (12)

Products of random matrices from fixed trace and induced Ginibre ensembles ⋮ 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 \(m = O(N)\) ⋮ Complex random matrices have no real eigenvalues ⋮ Kac–Rice fixed point analysis for single- and multi-layered complex systems ⋮ Time-inhomogeneous random Markov chains ⋮ Product matrix processes for coupled multi-matrix models and their hard edge scaling limits ⋮ The probability that all eigenvalues are real for products of truncated real orthogonal random matrices ⋮ Characteristic polynomials of products of non-Hermitian Wigner matrices: finite-\(N\) results and Lyapunov universality ⋮ On the number of real eigenvalues of a product of truncated orthogonal random matrices ⋮ Random matrix products: universality and least singular values ⋮ How Many Eigenvalues of a Product of Truncated Orthogonal Matrices are Real?

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