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math.PR2020★ 1 cited
Characteristic polynomials of products of Wigner matrices: finite-N results and Lyapunov universality
Gernot Akemann, Friedrich Götze, Thorsten Neuschel
We compute the average characteristic polynomial of the hermitised product of real or complex Wigner matrices of size and the average of the characteristic polynomi…
math.PR2020★ 24 cited
A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality
Gernot Akemann, Sung-Soo Byun, Nam-Gyu Kang
We consider the complex eigenvalues of a Wishart type random matrix model , where two rectangular complex Ginibre matrices of size are correl…