Product of Ginibre matrices: Fuss-Catalan and Raney distributions

Karol A. Penson and Karol Życzkowski
Phys. Rev. E 83, 061118 – Published 15 June 2011

Abstract

Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distributions Ps(x), such that their moments are equal to the Fuss–Catalan numbers of order s. We find a representation of the Fuss-Catalan distributions Ps(x) in terms of a combination of s hypergeometric functions of the type sFs1. The explicit formula derived here is exact for an arbitrary positive integer s, and for s=1 it reduces to the Marchenko-Pastur distribution. Using similar techniques, involving the Mellin transform and the Meijer G function, we find exact expressions for the Raney probability distributions, the moments of which are given by a two-parameter generalization of the Fuss-Catalan numbers. These distributions can also be considered as a two-parameter generalization of the Wigner semicircle law.

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  • Received 31 March 2011

DOI:https://doi.org/10.1103/PhysRevE.83.061118

©2011 American Physical Society

Authors & Affiliations

Karol A. Penson1,* and Karol Życzkowski2,3,†

  • 1Université Paris VI, Laboratoire de Physique de la Matière Condensée (LPTMC), CNRS UMR 7600, t.13, 5ème ét. BC.121, 4, pl. Jussieu, F-75252 Paris Cedex 05, France
  • 2Institute of Physics, Jagiellonian University, ul. Reymonta 4, 30-059 PL-Kraków, Poland
  • 3Centrum Fizyki Teoretycznej, Polska Akademia Nauk, Al. Lotników 32/44, PL-02-668 Warszawa, Poland

  • *penson@lptl.jussieu.fr
  • karol@tatry.if.uj.edu.pl

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Issue

Vol. 83, Iss. 6 — June 2011

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