Determinantal point processes in the plane from products of random matrices

preprint2013arXivOpen access

Abstract

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 kk independent n×nn\times n matrices with i.i.d. complex Gaussian entries with a few of matrices being inverted. In second example we calculate the same for (compatible) product of rectangular matrices with i.i.d. Gaussian entries and in last example we calculate for product of independent truncated unitary random matrices. We derive exact expressions for limiting expected empirical spectral distributions of above mentioned ensembles.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.