Permanental processes from products of complex and quaternionic induced Ginibre ensembles

Gernot Akemann, Jesper R. Ipsen, Eugene Strahov

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17 Scopus citations

Abstract

We consider products of independent random matrices taken from the induced Ginibre ensemble with complex or quaternion elements. The joint densities for the complex eigenvalues of the product matrix can be written down exactly for a product of any fixed number of matrices and any finite matrix size. We show that the squared absolute values of the eigenvalues form a permanental process, generalizing the results of Kostlan and Rider for single matrices to products of complex and quaternionic matrices. Based on these findings, we can first write down exact results and asymptotic expansions for the so-called hole probabilities, that a disk centered at the origin is void of eigenvalues. Second, we compute the asymptotic expansion for the opposite problem, that a large fraction of complex eigenvalues occupies a disk of fixed radius centered at the origin; this is known as the overcrowding problem. While the expressions for finite matrix size depend on the parameters of the induced ensembles, the asymptotic results agree to leading order with previous results for products of square Ginibre matrices.

Original languageAmerican English
Article number1450014
JournalRandom Matrices: Theory and Application
Volume3
Issue number4
DOIs
StatePublished - 1 Oct 2014

Bibliographical note

Publisher Copyright:
© 2014 World Scientific Publishing Company.

Keywords

  • Non-Hermitian random matrix theory
  • generalized Schur decomposition
  • hole probabilities
  • induced Ginibre ensembles
  • overcrowding
  • permanental processes
  • products of random matrices

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