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- W3100140685 abstract "Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that can be expressed in terms of Meijer G-functions. We show that this point process can be interpreted as a multiple orthogonal polynomial ensemble. We give integral representations for the relevant multiple orthogonal polynomials and a new double contour integral for the correlation kernel, which allows us to find its scaling limits at the origin (hard edge). The limiting kernels generalize the classical Bessel kernels. For M=2 they coincide with the scaling limits found by Bertola, Gekhtman, and Szmigielski in the Cauchy-Laguerre two-matrix model, which indicates that these kernels represent a new universality class in random matrix theory." @default.
- W3100140685 created "2020-11-23" @default.
- W3100140685 creator A5030512618 @default.
- W3100140685 creator A5044081911 @default.
- W3100140685 date "2014-05-09" @default.
- W3100140685 modified "2023-09-24" @default.
- W3100140685 title "Singular Values of Products of Ginibre Random Matrices, Multiple Orthogonal Polynomials and Hard Edge Scaling Limits" @default.
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- W3100140685 doi "https://doi.org/10.1007/s00220-014-2064-3" @default.
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