Correlation kernels for sums and products of random matrices

来源 :2015 Peking University Youth Probability Forum(2015年北京大学青年概率 | 被引量 : 0次 | 上传用户:krizy
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  In this talk I report new results on the correlation kernels for the distribution of eigenvalues of (1) H+M, where H is a GUE random matrix, (2) (GM)*(GM), where G is a Ginibre random matrix, and (3) (TM)*(TM), where T is a truncated random unitary matrix. We only assume that M is a random matrix whose eigenvalues are in a polynomial ensemble, and our results are expressed in double contour integral formulas, versatile in asymptotic analysis.
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