English

Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits

Mathematical Physics 2015-06-16 v2 Classical Analysis and ODEs math.MP Probability

Abstract

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that can be expressed in terms of Meijer G-functions. We show that this point process can be interpreted as a multiple orthogonal polynomial ensemble. We give integral representations for the relevant multiple orthogonal polynomials and a new double contour integral for the correlation kernel, which allows us to find its scaling limits at the origin (hard edge). The limiting kernels generalize the classical Bessel kernels. For M=2 they coincide with the scaling limits found by Bertola, Gekhtman, and Szmigielski in the Cauchy-Laguerre two-matrix model, which indicates that these kernels represent a new universality class in random matrix theory.

Keywords

Cite

@article{arxiv.1308.1003,
  title  = {Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits},
  author = {Arno B. J. Kuijlaars and Lun Zhang},
  journal= {arXiv preprint arXiv:1308.1003},
  year   = {2015}
}

Comments

30 pages, 1 figure. Revised version with the first three paragraphs completely rewritten, typos corrected, references updated. To appear in Communications in Mathematical Physics