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

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• 作者：Thorsten Neuschel^a ; ^{Thorsten.Neuschel@uclouvain.be" class="auth_mail" title="E-mail the corresponding author} ; Dries Stivigny^b ; ^{Dries.Stivigny@wis.kuleuven.be" class="auth_mail" title="E-mail the corresponding author}
• 关键词：30E15 ; 41A60 ; 41A63
• 刊名：Journal of Multivariate Analysis
• 出版年：2016
• 出版时间：May 2016
• 年：2016
• 卷：147
• 期：Complete
• 页码：155-167
• 全文大小：425 K

文摘

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 products consisting of independent standard complex Gaussian and a truncated Haar distributed unitary random matrix. These polynomials form a general class of hypergeometric functions of type ₂F_r${}_2{F}_r$. We describe the oscillatory behavior on the asymptotic interval of zeros by means of formulae of Plancherel–Rotach type and subsequently use it to obtain the limiting distribution of the suitably rescaled zeros. Moreover, we show that the asymptotic zero distribution lies in the class of Raney distributions and by introducing appropriate coordinates elementary and explicit characterizations are derived for the densities as well as for the distribution functions.