Jacobi polynomial moments and products of random matrices
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- by Wolfgang Gawronski, Thorsten Neuschel and Dries Stivigny PDF
- Proc. Amer. Math. Soc. 144 (2016), 5251-5263 Request permission
Abstract:
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class of measures and characterize them by their moments essentially given by specific Jacobi polynomials with varying parameters. Solving this moment problem requires a study of the Riemann surfaces associated to a class of algebraic equations. The connection to random matrix theory is then established using methods from free probability.References
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Additional Information
- Wolfgang Gawronski
- Affiliation: Department of Mathematics, University of Trier, 54286 Trier, Germany
- MR Author ID: 197176
- Email: gawron@uni-trier.de
- Thorsten Neuschel
- Affiliation: Institut de Recherche en Mathématique et Physique, Université Catholique de Louvain, Chemin du Cyclotron 2, B-1348 Louvain-La-Neuve, Belgium
- MR Author ID: 979898
- Email: thorsten.neuschel@uclouvain.be
- Dries Stivigny
- Affiliation: Department of Mathematics, KU Leuven, Celestijnenlaan 200B box 2400, BE-3001 Leuven, Belgium
- MR Author ID: 1082130
- Email: dries.stivigny@wis.kuleuven.be
- Received by editor(s): August 26, 2014
- Received by editor(s) in revised form: February 15, 2016
- Published electronically: June 10, 2016
- Communicated by: Mourad Ismail
- © Copyright 2016 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 144 (2016), 5251-5263
- MSC (2010): Primary 30E05; Secondary 15B52, 30F10, 46L54
- DOI: https://doi.org/10.1090/proc/13153
- MathSciNet review: 3556269