English

Bulk and soft-edge universality for singular values of products of Ginibre random matrices

Probability 2015-06-09 v2 Mathematical Physics Classical Analysis and ODEs math.MP

Abstract

It has been shown by Akemann, Ipsen and Kieburg that the squared singular values of products of MM rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that admits a representation in terms of Meijer G-functions. We prove the universality of the local statistics of the squared singular values, namely, the bulk universality given by the sine kernel and the edge universality given by the Airy kernel. The proof is based on the asymptotic analysis for the double contour integral representation of the correlation kernel. Our strategy can be generalized to deal with other models of products of random matrices introduced recently and to establish similar universal results. Two more examples are investigated, one is the product of MM Ginibre matrices and the inverse of KK Ginibre matrices studied by Forrester, and the other one is the product of M1M-1 Ginibre matrices with one truncated unitary matrix considered by Kuijlaars and Stivigny.

Keywords

Cite

@article{arxiv.1412.6777,
  title  = {Bulk and soft-edge universality for singular values of products of Ginibre random matrices},
  author = {Dang-Zheng Liu and Dong Wang and Lun Zhang},
  journal= {arXiv preprint arXiv:1412.6777},
  year   = {2015}
}

Comments

32 pages, 7 figures, revised upon the suggestions of the anonymous referees