2012
DOI: 10.1103/physreve.86.061137
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Spectral relations between products and powers of isotropic random matrices

Abstract: We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble is equal to the eigenvalue density of nth power of a single matrix from this ensemble, in the limit when the size of the matrix tends to infinity. Using this observation, one can derive the limiting density of the product of n independent identically distributed non-Hermitian matrices with unitary invariant measures. In this paper we discuss two examples: the product of n … Show more

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Cited by 30 publications
(53 citation statements)
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“…(4.9). This underlines that the projection formula (3.35) is not at all restricted to rotation invariant ('isotropic' [35]) ensembles but can also cover a simple, but also the most popular kind of symmetry breaking.…”
Section: Discussionmentioning
confidence: 97%
See 1 more Smart Citation
“…(4.9). This underlines that the projection formula (3.35) is not at all restricted to rotation invariant ('isotropic' [35]) ensembles but can also cover a simple, but also the most popular kind of symmetry breaking.…”
Section: Discussionmentioning
confidence: 97%
“…This Gaussian models some kind of Dirac δ-function, i.e. we can "simplify" 35) where t/2 is the variance of the Gaussian distribution. Assuming that the integral of P multiplied with exp[|str σ 2 |] exists, we are allowed to interchange the integrations over Σ, V , and σ aux .…”
Section: Projection Formula For Dyson's Threefold Waymentioning
confidence: 99%
“…Haar matrices of the size (N + L) × (N + L), in which L columns and rows are removed. In the limit where both L and N tend to infinity in such a way that κ = L/N is fixed, F Y = κ r 2/n 1−r 2/n for r < (1 + κ) −n/2 and 1 otherwise [30], hence…”
Section: Examplesmentioning
confidence: 99%
“…[13,36] for M = 1 and [37] for general M . We see that the support of this function is a disk of radius µ M/2 which is smaller than the radius √ µ of a single matrix (M = 1) in the product since µ ≤ 1.…”
Section: Macroscopic Regimementioning
confidence: 99%
“…While studying the asymptotic behavior of the kernel in the vicinity of the origin for N → ∞ it is convenient to introduce a rescaled variable δz with |δz| of order one, 37) and express results in δz. One could alternatively use a variable δz ′ in the scaling formula z = N −M/2 δz ′ but since α = L/N is kept fixed in the limit N → ∞, δz and δz ′ differ by an inessential constant δz = α M/2 δz ′ which does not affect the N -dependence of the scaling.…”
Section: Fluctuations At the Originmentioning
confidence: 99%