Papers
Topics
Authors
Recent
Search
2000 character limit reached

Hard Edge Statistics of Products of Pólya Ensembles and Shifted GUE's

Published 10 Sep 2019 in math.PR, math-ph, math.CA, and math.MP | (1909.04593v4)

Abstract: Very recently, we have shown how the harmonic analysis approach can be modified to deal with products of general Hermitian and complex random matrices at finite matrix dimension. In the present work, we consider the particular product of a multiplicative P\'olya ensemble on the complex square matrices and a Gaussian unitary ensemble (GUE) shifted by a constant multiplicative of the identity. The shift shall show that the limiting hard edge statistics of the product matrix is weakly dependent on the local spectral statistics of the GUE, but depends more on the global statistics via its Stieltjes transform (Green function). Under rather mild conditions for the P\'olya ensemble, we prove formulas for the hard edge kernel of the singular value statistics of the P\'olya ensemble alone and the product matrix to highlight their very close similarity. Due to these observations, we even propose a conjecture for the hard edge statistics of a multiplicative P\'olya ensemble on the complex matrices and a polynomial ensemble on the Hermitian matrices.

Summary

Paper to Video (Beta)

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (1)

Collections

Sign up for free to add this paper to one or more collections.