Phase transitions for infinite products of large non-Hermitian random matrices

Abstract

Products of $M$ i.i.d. non-Hermitian random matrices of size $N\times N$ relate Gaussian fluctuation of Lyapunov and stability exponents in dynamical systems (finite $N$ and large $M$) to local eigenvalue universality in random matrix theory (finite $M$ and large $N$). The remaining task is to study local eigenvalue statistics as $M$ and $N$ tend to infinity simultaneously, which lies at the heart of understanding two kinds of universal patterns. For products of i.i.d. complex Ginibre matrices, truncated unitary matrices and spherical ensembles, as $M+N\to \infty$ we prove that local statistics undergoes a transition when the relative ratio $M/N$ changes from $0$ to $\infty$: Ginibre statistics when $M/N\to 0$, normality when $M/N\to \infty$, and new critical phenomena when $M/N\to \gamma \in (0,\infty )$.

arXiv comment39 pages

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Cited by in corpus (2)

• A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality
• On the number of real eigenvalues of a product of truncated orthogonal random matrices