Published November 23, 2012 | Version v1
Journal article

Universal microscopic correlation functions for products of independent Ginibre matrices

  • 1. Department of Physics, Bielefeld University, Postfach 100131, D-33501 Bielefeld (Germany)
  • 2. Marian Smoluchowski Institute of Physics, Jagellonian University, Reymonta 4, 30-059 Krákow (Poland)

Description

We consider the product of n complex non-Hermitian, independent random matrices, each of size N × N with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process as in the case of a single Ginibre matrix, but with a more complicated weight given by a Meijer G-function depending on n. Using the method of orthogonal polynomials we compute all eigenvalue density correlation functions exactly for finite N and fixed n. They are given by the determinant of the corresponding kernel which we construct explicitly. In the large-N limit at fixed n we first determine the microscopic correlation functions in the bulk and at the edge of the spectrum. After unfolding they are identical to that of the Ginibre ensemble with n = 1 and thus universal. In contrast the microscopic correlations we find at the origin differ for each n > 1 and generalize the known Bessel law in the complex plane for n = 2 to a new hypergeometric kernel 0Fn−1. (paper)

Availability note (English)

Available from http://dx.doi.org/10.1088/1751-8113/45/46/465201

Additional details

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
45
Journal Issue
46
Journal Page Range
[18 p.]
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
44046659
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
BESSEL FUNCTIONS; CORRELATION FUNCTIONS; CORRELATIONS; DENSITY; DISTRIBUTION; EIGENVALUES; HERMITIAN OPERATORS; KERNELS; POLYNOMIALS; PROBABILITY; RANDOMNESS; SPECTRA
Descriptors DEC
FUNCTIONS; MATHEMATICAL OPERATORS; PHYSICAL PROPERTIES