TY - JOUR

T1 - Hole Probabilities and Overcrowding Estimates for Products of Complex Gaussian Matrices

AU - Akemann, Gernot

AU - Strahov, Eugene

N1 - Funding Information: The first author (G.A.) is partly supported by the SFB|TR12 “Symmetries and Universality in Mesoscopic Systems” of the German research council DFG. The second author (E.S.) is supported in part by the US-Israel Binational Science Foundation (BSF) Grant No. 2006333, and by the Israel Science Foundation (ISF) Grant No. 1441/08.

PY - 2013/6

Y1 - 2013/6

N2 - We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N×N with independent standard complex Gaussian variables. The eigenvalues of such a product form a determinantal point process on the complex plane (Akemann and Burda in J. Phys. A, Math. Theor. 45:465201, 2011), which can be understood as a generalization of the finite Ginibre ensemble. As N→∞, a generalized infinite Ginibre ensemble arises. We show that the set of absolute values of the points of this determinantal process has the same distribution as {R1(n), R2(n), ...}, where Rk(n) are independent, and (R(n)k})2 is distributed as the product of n independent Gamma variables Gamma (k, 1). This enables us to find the asymptotics for the hole probabilities, i. e. for the probabilities of the events that there are no points of the process in a disc of radius r with its center at 0, as r → ∞. In addition, we solve the relevant overcrowding problem: we derive an asymptotic formula for the probability that there are more than m points of the process in a fixed disk of radius r with its center at 0, as m → ∞.

AB - We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N×N with independent standard complex Gaussian variables. The eigenvalues of such a product form a determinantal point process on the complex plane (Akemann and Burda in J. Phys. A, Math. Theor. 45:465201, 2011), which can be understood as a generalization of the finite Ginibre ensemble. As N→∞, a generalized infinite Ginibre ensemble arises. We show that the set of absolute values of the points of this determinantal process has the same distribution as {R1(n), R2(n), ...}, where Rk(n) are independent, and (R(n)k})2 is distributed as the product of n independent Gamma variables Gamma (k, 1). This enables us to find the asymptotics for the hole probabilities, i. e. for the probabilities of the events that there are no points of the process in a disc of radius r with its center at 0, as r → ∞. In addition, we solve the relevant overcrowding problem: we derive an asymptotic formula for the probability that there are more than m points of the process in a fixed disk of radius r with its center at 0, as m → ∞.

KW - Determinantal processes

KW - Generalized Ginibre ensembles

KW - Hole probabilities

KW - Non-Hermitian random matrix theory

KW - Overcrowding

KW - Products of random matrices

UR - http://www.scopus.com/inward/record.url?scp=84877590795&partnerID=8YFLogxK

U2 - https://doi.org/10.1007/s10955-013-0750-8

DO - https://doi.org/10.1007/s10955-013-0750-8

M3 - مقالة

SN - 0022-4715

VL - 151

SP - 987

EP - 1003

JO - Journal of Statistical Physics

JF - Journal of Statistical Physics

IS - 6

ER -