Product matrix processes for coupled multi-matrix models and their hard edge scaling limits
Akemann G, Strahov E (2018)
Annales Henri Poincaré 19(9): 2599-2649.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
Download
Es wurden keine Dateien hochgeladen. Nur Publikationsnachweis!
Autor*in
Akemann, GernotUniBi;
Strahov, Eugene
Einrichtung
Abstract / Bemerkung
Product matrix processes are multi-level point processes formed by the
singular values of random matrix products. In this paper we study such
processes where the products of up to $m$ complex random matrices are no longer
independent, by introducing a coupling term and potentials for each product. We
show that such a process still forms a multi-level determinantal point
processes, and give formulae for the relevant correlation functions in terms of
the corresponding kernels.
For a special choice of potential, leading to a Gaussian coupling between the
$m$th matrix and the product of all previous $m-1$ matrices, we derive a
contour integral representation for the correlation kernels suitable for an
asymptotic analysis of large matrix size $n$. Here, the correlations between
the first $m-1$ levels equal that of the product of $m-1$ independent matrices,
whereas all correlations with the $m$th level are modified. In the hard edge
scaling limit at the origin of the spectra of all products we find three
different asymptotic regimes. The first regime corresponding to weak coupling
agrees with the multi-level process for the product of $m$ independent complex
Gaussian matrices for all levels, including the $m$-th. This process was
introduced by one of the authors and can be understood as a multi-level
extension of the Meijer $G$-kernel introduced by Kuijlaars and Zhang. In the
second asymptotic regime at strong coupling the point process on level $m$
collapses onto level $m-1$, thus leading to the process of $m-1$ independent
matrices. Finally, in an intermediate regime where the coupling is proportional
to $n^{\frac12}$, we obtain a family of parameter dependent kernels,
interpolating between the limiting processes in the weak and strong coupling
regime. These findings generalise previous results of the authors and their
coworkers for $m=2$.
Erscheinungsjahr
2018
Zeitschriftentitel
Annales Henri Poincaré
Band
19
Ausgabe
9
Seite(n)
2599-2649
ISSN
1424-0637
Page URI
https://pub.uni-bielefeld.de/record/2917070
Zitieren
Akemann G, Strahov E. Product matrix processes for coupled multi-matrix models and their hard edge scaling limits. Annales Henri Poincaré. 2018;19(9):2599-2649.
Akemann, G., & Strahov, E. (2018). Product matrix processes for coupled multi-matrix models and their hard edge scaling limits. Annales Henri Poincaré, 19(9), 2599-2649. doi:10.1007/s00023-018-0691-5
Akemann, Gernot, and Strahov, Eugene. 2018. “Product matrix processes for coupled multi-matrix models and their hard edge scaling limits”. Annales Henri Poincaré 19 (9): 2599-2649.
Akemann, G., and Strahov, E. (2018). Product matrix processes for coupled multi-matrix models and their hard edge scaling limits. Annales Henri Poincaré 19, 2599-2649.
Akemann, G., & Strahov, E., 2018. Product matrix processes for coupled multi-matrix models and their hard edge scaling limits. Annales Henri Poincaré, 19(9), p 2599-2649.
G. Akemann and E. Strahov, “Product matrix processes for coupled multi-matrix models and their hard edge scaling limits”, Annales Henri Poincaré, vol. 19, 2018, pp. 2599-2649.
Akemann, G., Strahov, E.: Product matrix processes for coupled multi-matrix models and their hard edge scaling limits. Annales Henri Poincaré. 19, 2599-2649 (2018).
Akemann, Gernot, and Strahov, Eugene. “Product matrix processes for coupled multi-matrix models and their hard edge scaling limits”. Annales Henri Poincaré 19.9 (2018): 2599-2649.
Export
Markieren/ Markierung löschen
Markierte Publikationen
Web of Science
Dieser Datensatz im Web of Science®Quellen
arXiv: 1711.01873
Suchen in