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We consider products of independent random matrices taken from the induced Ginibre ensemble with complex or quaternion elements. The joint densities for the complex eigenvalues of the product matrix can be written down exactly for a product…

数学物理 · 物理学 2014-11-19 G. Akemann , J. R. Ipsen , E. Strahov

We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the…

概率论 · 数学 2016-01-28 Mohamed Bouali

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…

数学物理 · 物理学 2015-06-11 G. Akemann , Z. Burda

Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…

概率论 · 数学 2017-11-29 Tiefeng Jiang , Yongcheng Qi

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

概率论 · 数学 2021-12-21 Sergey Berezin , Eugene Strahov

We review methods to calculate eigenvalue distributions of products of large random matrices. We discuss a generalization of the law of free multiplication to non-Hermitian matrices and give a couple of examples illustrating how to use…

数学物理 · 物理学 2015-06-17 Zdzislaw Burda

We look at the eigenvalues of the complex Ginibre Ensemble of random matrices consisting of $N$ eigenvalues. We study the event that for $ {c \in [0,1]}$, $\lfloor cN \rfloor$ of the eigenvalues are located outside of a disk of radius $ R…

概率论 · 数学 2025-11-18 Offer Kopelevitch

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

概率论 · 数学 2024-05-28 Terence Tao , Van Vu

We compute the gap probability that a circle of radius r around the origin contains exactly k complex eigenvalues. Four different ensembles of random matrices are considered: the Ginibre ensembles and their chiral complex counterparts, with…

数学物理 · 物理学 2015-05-13 G. Akemann , M. J. Phillips , L. Shifrin

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

概率论 · 数学 2023-02-02 Mario Kieburg

In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…

概率论 · 数学 2016-05-05 Tulasi Ram Reddy

We show that the eigenvalue density of a product X=X_1 X_2 ... X_M of M independent NxN Gaussian random matrices in the large-N limit is rotationally symmetric in the complex plane and is given by a simple expression rho(z,\bar{z}) =…

统计力学 · 物理学 2013-05-29 Z. Burda , R. A. Janik , B. Waclaw

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…

数学物理 · 物理学 2015-10-28 Gernot Akemann , Jesper R. Ipsen

Inspired by the theory of quantum information, I use two non-Hermitian random matrix models - a weighted sum of circular unitary ensembles and a product of rectangular Ginibre unitary ensembles - as building blocks of three new products of…

数学物理 · 物理学 2012-02-27 Andrzej Jarosz

We study the hole probabilities of the infinite Ginibre ensemble ${\mathcal X}_{\infty}$, a determinantal point process on the complex plane with the kernel $\mathbb K(z,w)= \frac{1}{\pi}e^{z\bar w-\frac{1}{2}|z|^2-\frac{1}{2}|w|^2}$ with…

概率论 · 数学 2016-10-04 Kartick Adhikari , Nanda Kishore Reddy

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…

概率论 · 数学 2015-08-24 Dang-Zheng Liu , Yanhui Wang

We consider a two-dimensional determinantal point process arising in the random normal matrix model and which is a two-parameter generalization of the complex Ginibre point process. In this paper, we prove that the probability that no…

数学物理 · 物理学 2023-02-14 Christophe Charlier

We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N_i\times N_{i+1}$ $(i=1,...,n)$, with independent identically distributed Cauchy entries (Cauchy-Lorentz matrices). The joint probability…

概率论 · 数学 2016-01-14 Mohamed Bouali

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

概率论 · 数学 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

Products of $M$ i.i.d. non-Hermitian random matrices of size $N \times N$ relate Gaussian fluctuation of Lyapunov and stability exponents in dynamical systems (finite $N$ and large $M$) to local eigenvalue universality in random matrix…

概率论 · 数学 2019-12-30 Dang-Zheng Liu , Yanhui Wang
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