activity
20142016
most citedSingular value statistics of matrix products with truncated unitary matrices

78 citations · 84 across the 4 of their papers we have counts for

collaborators

5 papers

math-ph2016★ 1 cited

Large gap asymptotics at the hard edge for product random matrices and Muttalib-Borodin ensembles

Tom Claeys, Manuela Girotti, Dries Stivigny

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large.…

math.PR2015★ 78 cited

Singular value statistics of matrix products with truncated unitary matrices

Mario Kieburg, Arno B. J. Kuijlaars, Dries Stivigny

We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result…

math.CA2014

Jacobi polynomial moments and products of random matrices

Wolfgang Gawronski, Thorsten Neuschel, Dries Stivigny

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 un…

math.CA2014★ 5 cited

Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices

Thorsten Neuschel, Dries Stivigny

Based on the multivariate saddle point method we study the asymptotic behavior of the characteristic polynomials associated to Wishart type random matrices that are formed as produ…

math.PR2014

Singular values of products of random matrices and polynomial ensembles

Arno B. J. Kuijlaars, Dries Stivigny

Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process.…