Singular value correlation functions for products of Wishart random matrices
نویسندگان
چکیده
منابع مشابه
Singular value correlation functions for products of Wishart random matrices
We consider the product ofM quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary Ensemble with M = 1. In this paper we first compute the joint probability distribution for the singular values of the product matrix when the matrix sizeN and t...
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ژورنال
عنوان ژورنال: Journal of Physics A: Mathematical and Theoretical
سال: 2013
ISSN: 1751-8113,1751-8121
DOI: 10.1088/1751-8113/46/27/275205