Related papers: Bulk and soft-edge universality for singular value…
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…
Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…
We derive exact analytical expressions for correlation functions of singular values of the product of $M$ Ginibre matrices of size $N$ in the double scaling limit $M,N\rightarrow \infty$. The singular value statistics is described by a…
The squared singular values of the product of $M$ complex Ginibre matrices form a biorthogonal ensemble, and thus their distribution is fully determined by a correlation kernel. The kernel permits a hard edge scaling to a form specified in…
We investigate singular value statistics for products of independent rectangular complex Ginibre matrices. When the rectangularity parameters of the matrices converge to a common limit in the asymptotic regime, the limiting spectral density…
Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…
We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…
We consider $n$ particles $0\leq x_1<x_2< \cdots < x_n < +\infty$, distributed according to a probability measure of the form $$ \frac{1}{Z_n}\prod_{1\leq i <j \leq n}(x_j-x_i)\prod_{1\leq i <j \leq…
The singular values squared of the random matrix product $Y = G_r G_{r-1} \cdots G_1 (G_0 + A)$, where each $G_j$ is a rectangular standard complex Gaussian matrix while $A$ is non-random, are shown to be a determinantal point process with…
We investigate the edge statistics of singular values for products of independent rectangular complex Ginibre matrices. Building on work \cite{LWW23}, which introduced the depth-to-width ratio (DWR) and established the critical kernel, we…
We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such…
Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…
We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result is applied to a multiplication of a truncated unitary matrix…
We study the singular values of the product of two coupled rectangular random matrices as a determinantal point process. Each of the two factors is given by a parameter dependent linear combination of two independent, complex Gaussian…
Consider the product $GX$ of two rectangular complex random matrices coupled by a constant matrix $\Omega$, where $G$ can be thought to be a Gaussian matrix and $X$ is a bi-invariant polynomial ensemble. We prove that the squared singular…
Let $X$ be a random matrix whose squared singular value density is a polynomial ensemble. We derive double contour integral formulas for the correlation kernels of the squared singular values of $GX$ and $TX$, where $G$ is a complex Ginibre…
We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently…
We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…
We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…
In this article, we compute and compare the statistics of the number of eigenvalues in a centred disc of radius $R$ in all three Ginibre ensembles. We determine the mean and variance as functions of $R$ in the vicinity of the origin, where…