Universal microscopic correlation functions for products of independent Ginibre matrices
Creators
- 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/10.1088/1751-8113/45/46/465201Additional details
Identifiers
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