Large n Limit for the Product of Two Coupled Random Matrices

Autor(es)

Silva, Guilherme L. F. ^[1] ; Zhang, Lun ^{[2, 3]}

Afiliação do(s) autor(es)

^[1] Univ Sao Paulo, Inst Ciencias Matemat & Comp, Ave Trabalhador Sao Carlense 400, BR-13566590 Sao Carlos, SP - Brazil

^[2] Fudan Univ, Sch Math Sci, Shanghai 200433 - Peoples R China

^[3] Fudan Univ, Shanghai Key Lab Contemporary Appl Math, Shanghai 200433 - Peoples R China

• Tipo de documento: Artigo Científico
• Fonte: Communications in Mathematical Physics; v. 377, n. 3 JUN 2020.
• Citações Web of Science: 0

Resumo

For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described by the second component of the solution to a vector equilibrium problem. This vector equilibrium problem is defined for three measures with an upper constraint on the first measure and an external field on the second measure. We carry out the steepest descent analysis for a 4 x 4 matrix-valued Riemann-Hilbert problem, which characterizes the correlation kernel and is related to mixed type multiple orthogonal polynomials associated with the modified Bessel functions. A careful study of the vector equilibrium problem, combined with this asymptotic analysis, ultimately leads to the aforementioned convergence result for the limiting mean distribution, an explicit form of the associated spectral curve, as well as local Sine, Meijer-G and Airy universality results for the squared singular values considered. (AU)

• Processo FAPESP: 19/16062-1 - Análise assintótica de sistemas de partículas e matrizes aleatórias
• Beneficiário: Guilherme Lima Ferreira da Silva
• Modalidade de apoio: Auxílio à Pesquisa - Jovens Pesquisadores
• Processo FAPESP: 20/02506-2 - Análise assintótica de sistemas de partículas e matrizes aleatórias
• Beneficiário: Guilherme Lima Ferreira da Silva
• Modalidade de apoio: Bolsas no Brasil - Jovens Pesquisadores