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Singular Values of Products of Ginibre Random Matrices, Multiple Orthogonal Polynomials and Hard Edge Scaling Limits

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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.

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Authors and Affiliations

  1. Department of Mathematics, KU Leuven, Celestijnenlaan 200B, 3001, Leuven, Belgium

    Arno B. J. Kuijlaars

  2. School of Mathematical Sciences and Shanghai Key Laboratory for Contemporary Applied Mathematics, Fudan University, Shanghai, 200433, People’s Republic of China

    Lun Zhang

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  1. Arno B. J. Kuijlaars
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  2. Lun Zhang
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Correspondence to Arno B. J. Kuijlaars.

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Communicated by P. Deift

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Kuijlaars, A.B.J., Zhang, L. Singular Values of Products of Ginibre Random Matrices, Multiple Orthogonal Polynomials and Hard Edge Scaling Limits. Commun. Math. Phys. 332, 759–781 (2014). https://doi.org/10.1007/s00220-014-2064-3

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  • DOI: https://doi.org/10.1007/s00220-014-2064-3

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