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

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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…