Related papers: Dropping the independence: singular values for pro…
It was proved by Akemann, Ipsen and Kieburg that squared singular values of products of $M$ complex Ginibre random matrices form a determinantal point process whose correlation kernel is expressible in terms of Meijer's $G$-functions.…
We consider the squared singular values of the product of $M$ standard complex Gaussian matrices. Since the squared singular values form a determinantal point process with a particular Meijer G-function kernel, the gap probabilities are…
We introduce and study a family of random processes with a discrete time related to products of random matrices. Such processes are formed by singular values of random matrix products, and the number of factors in a random matrix product…
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 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 investigate determinantal point processes on $[0,+\infty)$ of the form \begin{equation*}\label{probability distribution} \frac{1}{Z_n}\prod_{1\leq i<j\leq n}(\lambda_j-\lambda_i)\prod_{1\leq i<j\leq n}(\lambda_j^\theta-\lambda_i^\theta)…
We apply the general theory of Cauchy biorthogonal polynomials developed previously by the authors, to the case associated with Laguerre measures. In particular, we obtain explicit formulae in terms of Meijer-G functions for all key objects…
In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…
We study the normal matrix model, also known as the two-dimensional one-component plasma at a specific temperature, with merging singularity. As the number $n$ of particles tends to infinity we obtain the limiting local correlation kernel…
The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
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…
In this paper we consider the product of two independent random matrices $\mathbb X^{(1)}$ and $\mathbb X^{(2)}$. Assume that $X_{jk}^{(q)}, 1 \le j,k \le n, q = 1, 2,$ are i.i.d. random variables with $\mathbb E X_{jk}^{(q)} = 0, \mathbb E…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…
We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…
Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…
The paper contains two main parts: in the first part, we analyze the general case of $p\geq 2$ matrices coupled in a chain subject to Cauchy interaction. Similarly to the Itzykson-Zuber interaction model, the eigenvalues of the Cauchy chain…
We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed…
We investigate the intertwining of Laguerre processes of parameter $\alpha$ in different dimensions. We introduce a Feller kernel that depends on $\alpha $ and intertwines the $\alpha$-Laguerre process in $N+1$ dimensions and that in $N$…