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• W2968242829 startingPage "2345" @default.
• W2968242829 abstract "For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described by the second component of the solution to a vector equilibrium problem. This vector equilibrium problem is defined for three measures with an upper constraint on the first measure and an external field on the second measure. We carry out the steepest descent analysis for a 4 $times$ 4 matrix-valued Riemann-Hilbert problem, which characterizes the correlation kernel and is related to mixed type multiple orthogonal polynomials associated with the modified Bessel functions. A careful study of the vector equilibrium problem, combined with this asymptotic analysis, ultimately leads to the aforementioned convergence result for the limiting mean distribution, an explicit form of the associated spectral curve, as well as local Sine, Meijer-G and Airy universality results for the squared singular values considered." @default.
• W2968242829 created "2019-08-22" @default.
• W2968242829 creator A5030512618 @default.
• W2968242829 creator A5081989144 @default.
• W2968242829 date "2020-06-03" @default.
• W2968242829 modified "2023-09-27" @default.
• W2968242829 title "Large n Limit for the Product of Two Coupled Random Matrices" @default.
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• W2968242829 doi "https://doi.org/10.1007/s00220-020-03763-8" @default.
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