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The Probability That All Eigenvalues are Real for Products of Truncated Real Orthogonal Random Matrices

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Abstract

The probability that all eigenvalues of a product of m independent \(N \times N\) subblocks of a Haar distributed random real orthogonal matrix of size \((L_i+N) \times (L_i+N)\), \((i=1,\dots ,m)\) are real is calculated as a multidimensional integral, and as a determinant. Both involve Meijer G-functions. Evaluation formulae of the latter, based on a recursive scheme, allow it to be proved that for any m and with each \(L_i\) even the probability is a rational number. The formulae furthermore provide for explicit computation in small order cases.

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Authors and Affiliations

  1. School of Mathematics and Statistics, ARC Centre of Excellence for Mathematical and Statistical Frontiers, The University of Melbourne, Victoria, 3010, Australia

    Peter J. Forrester

  2. Department of Physics, Shiv Nadar University, Gautam Buddha Nagar, Uttar Pradesh, 201314, India

    Santosh Kumar

Authors
  1. Peter J. Forrester
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  2. Santosh Kumar
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Corresponding author

Correspondence to Santosh Kumar.

Additional information

The work of PJF was supported by the Australian Research Council through Grant DP14102613.

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Forrester, P.J., Kumar, S. The Probability That All Eigenvalues are Real for Products of Truncated Real Orthogonal Random Matrices. J Theor Probab 31, 2056–2071 (2018). https://doi.org/10.1007/s10959-017-0766-0

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  • DOI: https://doi.org/10.1007/s10959-017-0766-0

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