Determinantal point processes in the plane from products of random matrices

被引:28
|
作者
Adhikari, Kartick [1 ]
Reddy, Nanda Kishore [1 ]
Reddy, Tulasi Ram [1 ]
Saha, Koushik [2 ]
机构
[1] Indian Inst Sci, Dept Math, Bangalore 560012, Karnataka, India
[2] Indian Inst Technol, Dept Math, Bombay 400076, Maharashtra, India
关键词
Determinantal point process; Eigenvalues; Empirical spectral distribution; Limiting spectral distribution; Haar measure; QR decomposition; Random matrix; RQ decomposition; Generalized Schur decomposition; Unitary matrix; Wedge product;
D O I
10.1214/14-AIHP632
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We show that the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of k independent n x n matrices with i.i.d. complex Gaussian entries with a few of matrices being inverted. In second example we calculate the same for (compatible) product of rectangular matrices with i.i.d. Gaussian entries and in last example we calculate for product of independent truncated unitary random matrices. We derive exact expressions for limiting expected empirical spectral distributions of above mentioned ensembles.
引用
收藏
页码:16 / 46
页数:31
相关论文
共 50 条
  • [41] Determinantal divisors of products of matrices over Dedekind domains
    Ensenbach, Marc
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2010, 432 (11) : 2739 - 2744
  • [42] Some determinantal inequalities for Hadamard and Fan products of matrices
    Fu, Xiaohui
    Liu, Yang
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2016,
  • [43] Some determinantal inequalities for Hadamard and Fan products of matrices
    Xiaohui Fu
    Yang Liu
    Journal of Inequalities and Applications, 2016
  • [44] Determinantal Point Processes and Fermion Quasifree States
    Grigori Olshanski
    Communications in Mathematical Physics, 2020, 378 : 507 - 555
  • [45] Learning Determinantal Point Processes with Moments and Cycles
    Urschel, John
    Brunel, Victor-Emmanuel
    Moitra, Ankur
    Rigollet, Philippe
    INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 70, 2017, 70
  • [46] Products of random matrices from polynomial ensembles
    Kieburg, Mario
    Koesters, Holger
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019, 55 (01): : 98 - 126
  • [47] Functional summary statistics for point processes on the sphere with an application to determinantal point processes
    Moller, Jesper
    Rubak, Ege
    SPATIAL STATISTICS, 2016, 18 : 4 - 23
  • [48] Partial isometries, duality, and determinantal point processes
    Katori, Makoto
    Shirai, Tomoyuki
    RANDOM MATRICES-THEORY AND APPLICATIONS, 2022, 11 (03)
  • [49] QUASI-SYMMETRIES OF DETERMINANTAL POINT PROCESSES
    Bufetov, Alexander I.
    ANNALS OF PROBABILITY, 2018, 46 (02): : 956 - 1003
  • [50] PRODUCTS OF RANDOM MATRICES
    FURSTENBERG, H
    KESTEN, H
    ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (02): : 457 - 469