Singular Values Distribution of Squares of Elliptic Random Matrices and Type B Narayana Polynomials

Nikita Alexeev, Alexander Tikhomirov

We consider Gaussian elliptic random matrices $X$ of a size $N\times N$ with parameter $\rho$, i.e., matrices whose pairs of entries $(X_{ij},X_{ji})$ are mutually independent Gauss…