Singular Value Statistics of Matrix Products with Truncated Unitary Matrices
Kieburg M, Kuijlaars ABJ, Stivigny D (2016)
International Mathematics Research Notes 2016(11): 3392-3424.
Zeitschriftenaufsatz
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Autor*in
Kieburg, MarioUniBi;
Kuijlaars, Arno B. J.;
Stivigny, Dries
Einrichtung
Abstract / Bemerkung
We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result is applied to a multiplication of a truncated unitary matrix with a random matrix. We show that the structure of polynomial ensembles and of certain Pfaffian ensembles is preserved. Furthermore we derive the joint singular value density of a product of truncated unitary matrices and its corresponding correlation kernel which can be written as a double contour integral. This leads to hard edge scaling limits that also include new finite rank perturbations of the Meijer G-kernels found for products of complex Ginibre random matrices.
Erscheinungsjahr
2016
Zeitschriftentitel
International Mathematics Research Notes
Band
2016
Ausgabe
11
Seite(n)
3392-3424
ISSN
1073-7928
eISSN
1687-0247
Page URI
https://pub.uni-bielefeld.de/record/2906200
Zitieren
Kieburg M, Kuijlaars ABJ, Stivigny D. Singular Value Statistics of Matrix Products with Truncated Unitary Matrices. International Mathematics Research Notes. 2016;2016(11):3392-3424.
Kieburg, M., Kuijlaars, A. B. J., & Stivigny, D. (2016). Singular Value Statistics of Matrix Products with Truncated Unitary Matrices. International Mathematics Research Notes, 2016(11), 3392-3424. doi:10.1093/imrn/rnv242
Kieburg, Mario, Kuijlaars, Arno B. J., and Stivigny, Dries. 2016. “Singular Value Statistics of Matrix Products with Truncated Unitary Matrices”. International Mathematics Research Notes 2016 (11): 3392-3424.
Kieburg, M., Kuijlaars, A. B. J., and Stivigny, D. (2016). Singular Value Statistics of Matrix Products with Truncated Unitary Matrices. International Mathematics Research Notes 2016, 3392-3424.
Kieburg, M., Kuijlaars, A.B.J., & Stivigny, D., 2016. Singular Value Statistics of Matrix Products with Truncated Unitary Matrices. International Mathematics Research Notes, 2016(11), p 3392-3424.
M. Kieburg, A.B.J. Kuijlaars, and D. Stivigny, “Singular Value Statistics of Matrix Products with Truncated Unitary Matrices”, International Mathematics Research Notes, vol. 2016, 2016, pp. 3392-3424.
Kieburg, M., Kuijlaars, A.B.J., Stivigny, D.: Singular Value Statistics of Matrix Products with Truncated Unitary Matrices. International Mathematics Research Notes. 2016, 3392-3424 (2016).
Kieburg, Mario, Kuijlaars, Arno B. J., and Stivigny, Dries. “Singular Value Statistics of Matrix Products with Truncated Unitary Matrices”. International Mathematics Research Notes 2016.11 (2016): 3392-3424.
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arXiv: 1501.03910
Inspire: 1340147
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